Test examples for nonlinear programming codes
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- An interior point potential reduction method for constrained equations
- An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables
- A class of derivative-free trust-region methods with interior backtracking technique for nonlinear optimization problems subject to linear inequality constraints
- Performance of some SQP algorithms on structural design problems
- An efficient constraint handling method for genetic algorithms
- An evaluation of back-propagation neural networks for the optimal design of structural systems. II: Numerical evaluation
- Probabilistic version of the method of feasible directions.
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Adaptive multi-surrogate-based constrained optimization method and its application
- A primal-dual interior-point algorithm for nonlinear least squares constrained problems
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- A second-order dynamical system for equilibrium problems
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints
- A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
- A regularization method for constrained nonlinear least squares
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation
- A multiplier active-set trust-region algorithm for solving constrained optimization problem
- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- A new class of test functions for global optimization
- Attracting sets in index 2 differential algebraic equations and in their Runge-Kutta discretizations
- Huber approximation for the non-linear \(l_{1}\) problem
- An SQP method for general nonlinear programs using only equality constrained subproblems
- A trust-region and affine scaling algorithm for linearly constrained optimization
- A sparse sequential quadratic programming algorithm
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- A derivative-free algorithm for linearly constrained optimization problems
- Deterministic upper bounds for spatial branch-and-bound methods in global minimization with nonconvex constraints
- A new sampling-based RBDO method via score function with reweighting scheme and application to vehicle designs
- Hybrid methods for large sparse nonlinear least squares
- The dynamic-Q optimization method: an alternative to SQP?
- Sequential quadratic programming with a flexible step acceptance strategy
- Solving nonlinear programming problems with noisy function values and noisy gradients
- Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
- Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming.
- A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
- The extrapolated interval global optimization algorithm
- Differential systems for constrained optimization via a nonlinear augmented Lagrangian
- A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
- A type of efficient feasible SQP algorithms for inequality constrained optimization
- scientific article; zbMATH DE number 7705675 (Why is no real title available?)
- An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- Condition for global convergence of a homotopy method for variational inequality problems on unbounded sets
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- Derivative-free methods for mixed-integer constrained optimization problems
- The use of QP-free algorithm in the limit analysis of slope stability
- Numerical analysis of the orthogonal descent method
- Continuation method for nonlinear complementarity problems via normal maps
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- A filter secant method with nonmonotone line search for equality constrained optimization
- A feasible directions algorithm for nonlinear complementarity problems and applications in mechanics
- Piecewise linear NCP function for QP free feasible method
- A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization
- A continuation method for (strongly) monotone variational inequalities
- Performance of several nonlinear programming software packages on microcomputers.
- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
- Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
- Benchmarking nonlinear optimization software in technical computing environments
- On the convergence rate of Newton interior-point methods in the absence of strict complementarity
- Coupled eagle strategy and differential evolution for unconstrained and constrained global optimization
- A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization
- A truncated conjugate gradient method with an inexact Gauss-Newton technique for solving nonlinear systems
- A power penalty approach to a discretized obstacle problem with nonlinear constraints
- Proximity control in bundle methods for convex nondifferentiable minimization
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- Solving nonlinearly constrained global optimization problem via an auxiliary function method
- Modular global optimisation in chemical engineering
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- A feasible interior-point algorithm for nonconvex nonlinear programming
- Generalized pattern search methods for a class of nonsmooth optimization problems with structure
- A primal-dual modified log-barrier method for inequality constrained nonlinear optimization
- A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
- Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function
- Quasi-Newton acceleration for equality-constrained minimization
- The kidney model as an inverse problem
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Numerical solution of an inverse problem connected with continuous casting of steel
- A new smoothing method for solving nonlinear complementarity problems
- A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
- An improved strongly sub-feasible SSLE method for optimization problems and numerical experiments
- Successive linearization methods for large-scale nonlinear programming problems
- An exact penalty function based on the projection matrix
- A dwindling filter trust region algorithm for nonlinear optimization
- Normalized multiparametric disaggregation: an efficient relaxation for mixed-integer bilinear problems
- A modified QP-free feasible method
- A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
- Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds
- Modified partial-update Newton-type algorithms for unary optimization
- Sequential systems of linear equations method for general constrained optimization without strict complementarity
- ODE versus SQP methods for constrained optimization
- A cautious BFGS update for reduced Hessian SQP
- A new discrete filled function algorithm for discrete global optimization
- A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization
- Discrete global descent method for discrete global optimization and nonlinear integer programming
- A dwindling filter line search algorithm for nonlinear equality constrained optimization
- An interior global method for nonlinear systems with simple bounds
This page was built for publication: Test examples for nonlinear programming codes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1148785)
