Pages that link to "Item:Q1591484"

The following pages link to Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods (Q1591484):

Displaying 26 items.

• On sparse matrix orderings in interior point methods (Q402236) (← links)
• Interior-point methods for nonconvex nonlinear programming: cubic regularization (Q457205) (← links)
• Study of a primal-dual algorithm for equality constrained minimization (Q480924) (← links)
• Numerical experiments with an interior-exterior point method for nonlinear programming (Q702481) (← links)
• An efficient method for nonlinearly constrained networks (Q706946) (← links)
• A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs (Q781112) (← links)
• An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization (Q898716) (← links)
• Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts (Q953208) (← links)
• A non-interior-point smoothing method for variational inequality problem (Q966082) (← links)
• A nonlinear optimization approach to the construction of general linear methods of high order (Q1362409) (← links)
• An interior-point implementation developed and tuned for radiation therapy treatment planning (Q1687310) (← links)
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties (Q1960196) (← links)
• A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs (Q2105288) (← links)
• A primal-dual modified log-barrier method for inequality constrained nonlinear optimization (Q2228414) (← links)
• Efficient formulations for pricing under attraction demand models (Q2248752) (← links)
• A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization (Q2363570) (← links)
• Interior-point solver for large-scale quadratic programming problems with bound constraints (Q2370027) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties (Q2494514) (← links)
• A primal-dual interior-point algorithm for nonlinear least squares constrained problems (Q2568604) (← links)
• (Q3351155) (← links)
• (Q4295584) (← links)
• A resolução do problema de despacho ótimo de reativos pelo método da função lagrangiana-barreira relaxada (Q4905610) (← links)
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality (Q5054741) (← links)
• A globally convergent primal-dual interior-point relaxation method for nonlinear programs (Q5216730) (← links)
• The nonconvex second-order cone: algebraic structure toward optimization (Q6536840) (← links)