Pages that link to "Item:Q526843"
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The following pages link to A stabilized SQP method: superlinear convergence (Q526843):
Displaying 34 items.
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function (Q289075) (← links)
- Stabilized SQP revisited (Q431014) (← links)
- Primal-dual active-set methods for large-scale optimization (Q493264) (← links)
- A stabilized SQP method: superlinear convergence (Q526843) (← links)
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points (Q683332) (← links)
- Combining stabilized SQP with the augmented Lagrangian algorithm (Q887169) (← links)
- Superlinear convergence of a stabilized SQP method to a degenerate solution (Q1273525) (← links)
- Stabilized sequential quadratic programming (Q1294816) (← links)
- Two-step and three-step Q-superlinear convergence of SQP methods (Q1342465) (← links)
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm (Q1650852) (← links)
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems (Q1673895) (← links)
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems (Q1960188) (← links)
- Subspace-stabilized sequential quadratic programming (Q2012234) (← links)
- Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers (Q2057229) (← links)
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications (Q2080828) (← links)
- On the cost of solving augmented Lagrangian subproblems (Q2191763) (← links)
- A regularization method for constrained nonlinear least squares (Q2191800) (← links)
- Superlinear convergence of the sequential quadratic method in constrained optimization (Q2198525) (← links)
- An adaptively regularized sequential quadratic programming method for equality constrained optimization (Q2244236) (← links)
- Convergence of a stabilized SQP method for equality constrained optimization (Q2419576) (← links)
- Exploiting negative curvature in deterministic and stochastic optimization (Q2425164) (← links)
- Two extension models of SQP and SSLE algorithms for optimizaiton and their superlinear and quadratic convergence (Q2765150) (← links)
- A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results (Q2949516) (← links)
- FaRSA for ℓ<sub>1</sub>-regularized convex optimization: local convergence and numerical experience (Q4638928) (← links)
- A Regularized Factorization-Free Method for Equality-Constrained Optimization (Q4641674) (← links)
- A globally convergent regularized interior point method for constrained optimization (Q5058383) (← links)
- A Globally Convergent Stabilized SQP Method (Q5408208) (← links)
- A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems (Q5737719) (← links)
- Global Optimization and Constraint Satisfaction (Q5897046) (← links)
- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it (Q5971067) (← links)
- A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs (Q6043139) (← links)
- A fast and simple modification of Newton's method avoiding saddle points (Q6086150) (← links)
- A non-interior-point continuation method for the optimal control problem with equilibrium constraints (Q6659223) (← links)
- A partially feasible Jacobi-type distributed SQO method for two-block general linearly constrained smooth optimization (Q6665306) (← links)
