Test examples for nonlinear programming codes
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(only showing first 100 items - show all)- Quasi-Newton acceleration for equality-constrained minimization
- Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function
- A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
- A filter-variable-metric method for nonsmooth convex constrained optimization
- An affine scaling optimal path method with interior backtracking curvilinear technique for linear constrained optimization
- Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
- A penalty-function-free line search SQP method for nonlinear programming
- Generalized pattern search methods for a class of nonsmooth optimization problems with structure
- An XML-based schema for stochastic programs
- A modified SQP method with nonmonotone technique and its global convergence
- Nonmonotonic reduced projected Hessian method via an affine scaling interior modified gradient path for bounded-constrained optimization
- A projected gradient method with nonmonotonic backtracking technique for solving convex constrained monotone variational inequality problem
- An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
- A Newton-like method for nonlinear system of equations
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- A linear programming-based optimization algorithm for solving nonlinear programming problems
- Penalty functions, Newton's method, and quadratic programming
- A heuristic algorithm for nonlinear programming
- Monte Carlo optimization
- A sparse sequential quadratic programming algorithm
- Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
- ODE versus SQP methods for constrained optimization
- A comparative performance evaluation of 27 nonlinear programming codes
- An analytical approach to global optimization
- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- Successive linearization methods for large-scale nonlinear programming problems
- Reduction of indefinite quadratic programs to bilinear programs
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
- Modified partial-update Newton-type algorithms for unary optimization
- An NE/SQP method for the bounded nonlinear complementarity problem
- A generalized conjugate gradient algorithm
- Feasible direction interior-point technique for nonlinear optimization
- Global convergence analysis of algorithms for finding feasible points in norm-relaxed MFD
- A continuation method for (strongly) monotone variational inequalities
- An SQP method for general nonlinear programs using only equality constrained subproblems
- A generalization of the norm-relaxed method of feasible directions
- A new technique for inconsistent QP problems in the SQP method
- A reduced Hessian method for constrained optimization
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- Nonmonotone line search for minimax problems
- A class of test functions for global optimization
- A two-parameter exact penalty function for nonlinear programming
- Corrected sequential linear programming for sparse minimax optimization
- Norm-relaxed method of feasible directions for solving nonlinear programming problems
- Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Self-tuning norm-relaxed method of feasible directions
- Sequential systems of linear equations algorithm for nonlinear optimization problems with general constraints
- Performance of several nonlinear programming software packages on microcomputers.
- The dynamic-Q optimization method: an alternative to SQP?
- Active set strategies in an ellipsoid algorithm for nonlinear programming
- An efficient constraint handling method for genetic algorithms
- Limited memory quasi-Newton method for large-scale linearly equality-constrained minimization
- The LFOPC leap-frog algorithm for constrained optimization
- An evaluation of back-propagation neural networks for the optimal design of structural systems. II: Numerical evaluation
- Continuation method for nonlinear complementarity problems via normal maps
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization
- On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
- Best practices for comparing optimization algorithms
- Algorithms for unconstrained global optimization of nonlinear (polynomial) programming problems: the single and multi-segment polynomial B-spline approach
- How difficult is nonlinear optimization? A practical solver tuning approach, with illustrative results
- An interior-point implementation developed and tuned for radiation therapy treatment planning
- An LQP-based two-step method for structured variational inequalities
- Order-based error for managing ensembles of surrogates in mesh adaptive direct search
- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables
- Variable sample size method for equality constrained optimization problems
- Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- An interior-point method for solving box-constrained underdetermined nonlinear systems
- Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
- An efficient sequential quadratic programming algorithm for nonlinear programming
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions
- A feasible interior-point algorithm for nonconvex nonlinear programming
- Fuzzy costs in quadratic programming problems
- Value-estimation function method for constrained global optimization
- Genetic and Nelder--Mead algorithms hybridized for a more accurate global optimization of continuous multiminima functions.
- Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization
- Global convergence of trust region algorithm for equality and bound constrained nonlinear optimization
- An interior point potential reduction method for constrained equations
- On the resolution of monotone complementarity problems
- On the convergence rate of Newton interior-point methods in the absence of strict complementarity
- Computational methods for optimum design of large complex systems
- Probabilistic version of the method of feasible directions.
- An affine scaling trust-region approach to bound-constrained nonlinear systems
- Global Newton-type methods and semismooth reformulations for NCP
- Numerical comparisons of path-following strategies for a primal-dual interior-point method for nonlinear programming
- Adaptive algorithm for constrained least-squares problems
- Attracting sets in index 2 differential algebraic equations and in their Runge-Kutta discretizations
- A modified augmented Lagrangian method for a class of monotone variational inequalities
- A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization
- A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization
- Numerical experience with a polyhedral-norm CDT trust-region algorithm
- Computing global minima to polynomial optimization problems using Gröbner bases
- Numerical analysis of the orthogonal descent method
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