Pages that link to "Item:Q5957563"
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The following pages link to Benchmarking optimization software with performance profiles. (Q5957563):
Displaying 50 items.
- Active set strategies in an ellipsoid algorithm for nonlinear programming (Q1433159) (← links)
- Unified smoothing functions for absolute value equation associated with second-order cone (Q1615857) (← links)
- Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods (Q1621692) (← links)
- A hybrid LP/NLP paradigm for global optimization relaxations (Q1621693) (← links)
- A descent hybrid conjugate gradient method based on the memoryless BFGS update (Q1625764) (← links)
- An accelerated three-term conjugate gradient method with sufficient descent condition and conjugacy condition (Q1626534) (← links)
- A branch-and-bound algorithm for a class of mixed integer linear maximum multiplicative programs: a bi-objective optimization approach (Q1628068) (← links)
- A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization (Q1630201) (← links)
- A new adaptive trust-region method for system of nonlinear equations (Q1630742) (← links)
- Globally convergent three-term conjugate gradient projection methods for solving nonlinear monotone equations (Q1630965) (← links)
- Integer optimization with penalized fractional values: the knapsack case (Q1631508) (← links)
- On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization (Q1633865) (← links)
- An efficiency-based path-scanning heuristic for the capacitated arc routing problem (Q1634089) (← links)
- Heuristics for the constrained incremental graph drawing problem (Q1634310) (← links)
- A family of three-term nonlinear conjugate gradient methods close to the memoryless BFGS method (Q1634798) (← links)
- A new adaptive trust region algorithm for optimization problems (Q1637037) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Empirical study of the improved UNIRANDI local search method (Q1642808) (← links)
- Basin hopping networks of continuous global optimization problems (Q1642814) (← links)
- An adaptive penalty scheme to solve constrained structural optimization problems by a craziness based particle swarm optimization (Q1642972) (← links)
- Best practices for comparing optimization algorithms (Q1642983) (← links)
- Speeding up the convergence of the Polyak's heavy ball algorithm (Q1643948) (← links)
- Always convergent methods for nonlinear equations of several variables (Q1646676) (← links)
- A new descent algorithm using the three-step discretization method for solving unconstrained optimization problems (Q1649149) (← links)
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm (Q1650852) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- MIP-based approaches for robust storage loading problems with stacking constraints (Q1652064) (← links)
- An iterated tabu search for the multi-compartment vehicle routing problem (Q1652237) (← links)
- Lagrangian and branch-and-cut approaches for upgrading spanning tree problems (Q1652284) (← links)
- Circumcentering the Douglas-Rachford method (Q1652791) (← links)
- Two accelerated nonmonotone adaptive trust region line search methods (Q1652801) (← links)
- An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming (Q1653277) (← links)
- A new adaptive Barzilai and Borwein method for unconstrained optimization (Q1653281) (← links)
- Solving graph coloring problems with the Douglas-Rachford algorithm (Q1653324) (← links)
- Nondominated Nash points: application of biobjective mixed integer programming (Q1653352) (← links)
- A stochastic multiple gradient descent algorithm (Q1653361) (← links)
- Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme (Q1653949) (← links)
- A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction (Q1653953) (← links)
- An improved Perry conjugate gradient method with adaptive parameter choice (Q1656676) (← links)
- Computational study of valid inequalities for the maximum \(k\)-cut problem (Q1657394) (← links)
- Efficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision space (Q1657403) (← links)
- On metaheuristics for solving the parameter estimation problem in dynamic systems: a comparative study (Q1659343) (← links)
- A class of one parameter conjugate gradient methods (Q1664259) (← links)
- An efficient hybrid conjugate gradient method with the strong Wolfe-Powell line search (Q1664598) (← links)
- A new conjugate gradient algorithm with sufficient descent property for unconstrained optimization (Q1665439) (← links)
- A spectral dai-yuan-type conjugate gradient method for unconstrained optimization (Q1666716) (← links)
- Modification of nonlinear conjugate gradient method with weak Wolfe-Powell line search (Q1667567) (← links)
- Global optimization algorithm for capacitated multi-facility continuous location-allocation problems (Q1668802) (← links)
- A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization (Q1670017) (← links)
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems (Q1673895) (← links)
