The following pages link to Frank E. Curtis (Q494323):
Displaying 50 items.
- (Q444698) (redirect page) (← links)
- \(\rho\)-homogeneous binomial ideals and Patil bases (Q444700) (← links)
- An adaptive augmented Lagrangian method for large-scale constrained optimization (Q494324) (← links)
- An interior-point trust-funnel algorithm for nonlinear optimization (Q507313) (← links)
- A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization (Q517288) (← links)
- An inexact Newton method for nonconvex equality constrained optimization (Q847853) (← links)
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees (Q903922) (← links)
- (Q1427006) (redirect page) (← links)
- Central groupoids, central digraphs, and zero-one matrices \(A\) satisfying \(A^{2}=J\). (Q1427007) (← links)
- Concise complexity analyses for trust region methods (Q1634776) (← links)
- A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations (Q1925785) (← links)
- Solving nearly-separable quadratic optimization problems as nonsmooth equations (Q2013144) (← links)
- Regional complexity analysis of algorithms for nonconvex smooth optimization (Q2020615) (← links)
- Limited-memory BFGS with displacement aggregation (Q2149548) (← links)
- Fast market clearing algorithms (Q2273209) (← links)
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization (Q2340521) (← links)
- A penalty-interior-point algorithm for nonlinear constrained optimization (Q2392661) (← links)
- Exploiting negative curvature in deterministic and stochastic optimization (Q2425164) (← links)
- Steplength selection in interior-point methods for quadratic programming (Q2455431) (← links)
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience (Q2811487) (← links)
- Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves (Q2832889) (← links)
- An adaptive gradient sampling algorithm for non-smooth optimization (Q2867436) (← links)
- A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization (Q2910881) (← links)
- An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization (Q2934470) (← links)
- Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets (Q2954385) (← links)
- Infeasibility Detection and SQP Methods for Nonlinear Optimization (Q3083287) (← links)
- A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection (Q3192106) (← links)
- Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver (Q3300768) (← links)
- Flexible penalty functions for nonlinear constrained optimization (Q3543419) (← links)
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians (Q3586133) (← links)
- Determinant Optimization on Binary Matrices (Q3598663) (← links)
- An Inexact SQP Method for Equality Constrained Optimization (Q3608986) (← links)
- $R$ -linear convergence of limited memory steepest descent (Q4555953) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- FaRSA for ℓ<sub>1</sub>-regularized convex optimization: local convergence and numerical experience (Q4638928) (← links)
- Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization (Q4641670) (← links)
- Optimization Methods for Large-Scale Machine Learning (Q4641709) (← links)
- Handling nonpositive curvature in a limited memory steepest descent method (Q4684979) (← links)
- Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization (Q4989938) (← links)
- A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer (Q5072590) (← links)
- A self-correcting variable-metric algorithm framework for nonsmooth optimization (Q5109471) (← links)
- An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations (Q5200258) (← links)
- ADMM for multiaffine constrained optimization (Q5210740) (← links)
- A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles (Q5268896) (← links)
- A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions (Q5348467) (← links)
- Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization (Q5853562) (← links)
- An inexact regularized Newton framework with a worst-case iteration complexity of $ {\mathscr O}(\varepsilon^{-3/2}) $ for nonconvex optimization (Q5854356) (← links)
- An accelerated communication-efficient primal-dual optimization framework for structured machine learning (Q5859008) (← links)
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization (Q6126655) (← links)
- An inexact column-and-constraint generation method to solve two-stage robust optimization problems (Q6161289) (← links)
