The following pages link to (Q5588268):
Displaying 33 items.
- An efficient one—dimensional search procedure for barrier functions (Q5675156) (← links)
- Relative efficiency of computing optimal growth by conjugate gradient and Davidon methods (Q5678625) (← links)
- A quadratically-convergent algorithm for general nonlinear programming problems (Q5682162) (← links)
- Exact penalty functions in nonlinear programming (Q5684512) (← links)
- New smoothing techniques for solving bang–bang optimal control problems—numerical results and statistical interpretation (Q5695548) (← links)
- Using logarithmic penalties in the shooting algorithm for optimal control problems (Q5695577) (← links)
- An interior point algorithm for convex quadratic programming with strict equilibrium constraints (Q5710540) (← links)
- Complexity and performance of an Augmented Lagrangian algorithm (Q5858985) (← links)
- Slater Condition for Tangent Derivatives (Q5870376) (← links)
- Linearization method for the discrete minimax problem (Q5904769) (← links)
- Linearization method for the discrete minimax problem (Q5904949) (← links)
- Nonlinear programming on a microcomputer (Q5916425) (← links)
- An easy way to teach interior-point methods. (Q5932020) (← links)
- An optimization method designed to improve 3-D vehicle comfort and road holding capability through the use of active and semi-active suspensions (Q5942627) (← links)
- Computational optimization of the vortex manufacturing of advanced materials (Q5948240) (← links)
- Local behavior of the Newton method on two equivalent systems from linear programming (Q5959909) (← links)
- Probability maximization via Minkowski functionals: convex representations and tractable resolution (Q6038654) (← links)
- On the exactness and the convergence of the \(l_1\) exact penalty \(E\)-function method for \(E\)-differentiable optimization problems (Q6059887) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
- Exactness of the absolute value penalty function method for nonsmooth ‐invex optimization problems (Q6066599) (← links)
- A Note on the McCormick Second-Order Constraint Qualification (Q6088879) (← links)
- A new perspective on parameter study of optimization problems (Q6101801) (← links)
- Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization (Q6113530) (← links)
- Convergence rate estimates for penalty methods revisited (Q6133302) (← links)
- Matrix Balancing Based Interior Point Methods for Point Set Matching Problems (Q6168327) (← links)
- Optimality conditions for nonlinear second-order cone programming and symmetric cone programming (Q6182322) (← links)
- Estimation and inference by stochastic optimization (Q6193080) (← links)
- Minimizing sequences in a constrained DC optimization problem (Q6194921) (← links)
- A projected-search interior-point method for nonlinearly constrained optimization (Q6498408) (← links)
- Generalized derivatives of optimal-value functions with parameterized convex programs embedded (Q6541381) (← links)
- Convex optimization via inertial algorithms with vanishing Tikhonov regularization: fast convergence to the minimum norm solution (Q6568754) (← links)
- An interior proximal gradient method for nonconvex optimization (Q6584340) (← links)
- Hessian barrier algorithms for non-convex conic optimization (Q6665383) (← links)
