Pages that link to "Item:Q4946718"

The following pages link to A globally convergent primal-dual interior point method for constrained optimization (Q4946718):

Displaying 21 items.

• An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming (Q457716) (← links)
• A primal-dual interior point method for nonlinear semidefinite programming (Q715092) (← links)
• Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems (Q812412) (← links)
• An interior-point algorithm for computing equilibria in economies with incomplete asset markets (Q844604) (← links)
• A note on the use of vector barrier parameters for interior-point methods (Q877030) (← links)
• Newton-KKT interior-point methods for indefinite quadratic programming (Q885826) (← links)
• An interior-point algorithm for nonlinear minimax problems (Q963659) (← links)
• A filter interior-point algorithm with projected Hessian updating for nonlinear optimization (Q1032531) (← links)
• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm (Q1650852) (← links)
• A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization (Q1769069) (← links)
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties (Q1960196) (← links)
• Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
• A feasibility-ensured Lagrangian heuristic for general decomposable problems (Q2068837) (← links)
• Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming (Q2490321) (← links)
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties (Q2494514) (← links)
• Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions (Q2569198) (← links)
• An interior point method for nonlinear programming with infeasibility detection capabilities (Q2926056) (← links)
• A globally convergent primal-dual interior-point relaxation method for nonlinear programs (Q5216730) (← links)
• Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity (Q6084542) (← links)
• A hybrid strategy blending primal‐dual interior point and return mapping methods for a class of hypoelastic‐plastic models with memory surface (Q6092110) (← links)