Pages that link to "Item:Q2490321"
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The following pages link to On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming (Q2490321):
Displaying 50 items.
- A Regularized Factorization-Free Method for Equality-Constrained Optimization (Q4641674) (← links)
- A new branch-and-bound algorithm for standard quadratic programming problems (Q4646674) (← links)
- Quantitative Differentiation: A General Formulation (Q4650166) (← links)
- Rare Event Simulation of Small Noise Diffusions (Q4650170) (← links)
- On the Performance of NLP Solvers Within Global MINLP Solvers (Q4685828) (← links)
- An Extended Integrated Assessment Model for Mitigation and Adaptation Policies on Climate Change (Q4690916) (← links)
- On a relaxation method for mathematical programs with vanishing constraints (Q4900439) (← links)
- Optimal control of coupled multiphysics problems: Guidelines for real-life applications demonstrated for a complex fuel cell model (Q4900443) (← links)
- Constraint consensus concentration for identifying disjoint feasible regions in nonlinear programmes (Q4924119) (← links)
- The travelling salesman problem with neighbourhoods: MINLP solution (Q4924121) (← links)
- Nonsmooth dynamics of generalized Nash games (Q4959909) (← links)
- A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization (Q4960453) (← links)
- Minimal controllability time for the heat equation under unilateral state or control constraints (Q4977914) (← links)
- Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization (Q4989938) (← links)
- Robust Optimization for Electricity Generation (Q4995074) (← links)
- Conflict Analysis for MINLP (Q4995080) (← links)
- An alternating direction method of multipliers for the eigenvalue complementarity problem (Q4999333) (← links)
- The Switch Point Algorithm (Q5000638) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- Relaxed Multibang Regularization for the Combinatorial Integral Approximation (Q5009771) (← links)
- Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation (Q5022491) (← links)
- Control of COVID-19 outbreak using an extended SEIR model (Q5024408) (← links)
- Adaptive trajectory generation based on real-time estimated parameters for impaired aircraft landing (Q5025861) (← links)
- Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints (Q5026840) (← links)
- ParNMPC – a parallel optimisation toolkit for real-time nonlinear model predictive control (Q5027366) (← links)
- Control analysis and design via randomised coordinate polynomial minimisation (Q5027405) (← links)
- A central path interior point method for nonlinear programming and its local convergence (Q5028593) (← links)
- EAGO.jl: easy advanced global optimization in Julia (Q5038425) (← links)
- On Generalized Surrogate Duality in Mixed-Integer Nonlinear Programming (Q5041755) (← links)
- Finite Element Approximation of Large-Scale Isometric Deformations of Parametrized Surfaces (Q5043052) (← links)
- Stabilising quasi-time-optimal nonlinear model predictive control with variable discretisation (Q5043526) (← links)
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems (Q5043842) (← links)
- Optimal Control of Closed Quantum Systems via B-Splines with Carrier Waves (Q5048579) (← links)
- Trajectory Planning and Tracking via MPC for Transient Control of Liquid-Propellant Rocket Engines (Q5054320) (← links)
- (Q5054639) (← links)
- A primal–dual penalty method via rounded weighted-ℓ<sub>1</sub> Lagrangian duality (Q5054741) (← links)
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy (Q5057773) (← links)
- A globally convergent regularized interior point method for constrained optimization (Q5058383) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- Trimmed Constrained Mixed Effects Models: Formulations and Algorithms (Q5066440) (← links)
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy (Q5067430) (← links)
- Autonomous navigation of ships by combining optimal trajectory planning with informed graph search (Q5068837) (← links)
- Observer path planning for maximum information (Q5077166) (← links)
- Technical Note—A Monge Sequence-Based Approach to Characterize the Competitive Newsvendor Problem (Q5080644) (← links)
- Optimization under Rare Chance Constraints (Q5081097) (← links)
- High-Dimensional Dynamic Stochastic Model Representation (Q5084508) (← links)
- Team Orienteering with Time-Varying Profit (Q5084650) (← links)
- Optimizing low-Reynolds-number predation via optimal control and reinforcement learning (Q5085105) (← links)
- MathOptInterface: A Data Structure for Mathematical Optimization Problems (Q5085984) (← links)
