scientific article; zbMATH DE number 3583207
From MaRDI portal
Publication:4151662
zbMath0374.65032MaRDI QIDQ4151662
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity, Testing for separable functional structure using temporary equilibrium models, A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity, Approximate prediction-based control method for nonlinear oscillatory systems with applications to chaotic systems, On minimax eigenvalue problems via constrained optimization, Recent advances in quadratic programming algorithms for nonlinear model predictive control, A stabilized filter SQP algorithm for nonlinear programming, Control parametrization: a unified approach to optimal control problems with general constraints, Numerical experience with a polyhedral-norm CDT trust-region algorithm, Separation process optimization calculations, On the efficiency of gradient based optimization algorithms for DNS-based optimal control in a turbulent channel flow, An adaptive penalty based covariance matrix adaptation-evolution strategy, A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization, A simple feasible SQP algorithm for inequality constrained optimization, ODE versus SQP methods for constrained optimization, A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints, Optimal control of mathematical models for the radiotherapy of gliomas: the scalar case, Sequential quadratic programming (SQP) for optimal control in direct numerical simulation of turbulent flow, An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point, Recent developments in constrained optimization, New sequential quadratic programming algorithm with consistent subproblems, Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling, A unified approach for parameter identification of inelastic material models in the frame of the finite element method, A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization, Optimal synthesis of function generator of four-bar linkages based on distribution of precision points, Parameter identification for finite deformation elasto-plasticity in principal directions, Determination of the shakedown limit for large, discrete frictional systems, Linearly constrained optimization, A restoration-free filter SQP algorithm for equality constrained optimization, A successive quadratic programming method that uses new corrections for search directions, Differential evolution with multi-constraint consensus methods for constrained optimization, Identification of multibody vehicle models for crash analysis using an optimization methodology, Adaptive virtual support vector machine for reliability analysis of high-dimensional problems, Two nonlinear optimization methods for black box identification compared, A superlinearly convergent numerical algorithm for nonlinear programming, Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization, On the comparative optimal analysis and synthesis of four-bar function generating mechanism using different heuristic methods, Developments in structural-acoustic optimization for passive noise control, Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization, A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization, On a Newton-like method for constrained nonlinear minimization via slack variables, An active-set projected trust region algorithm for box constrained optimization problems, A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization, Computer experiments on quadratic programming algorithms, Switching stepsize strategies for sequential quadratic programming, A primal-dual augmented Lagrangian, An active set limited memory BFGS algorithm for bound constrained optimization, A stochastic model for mortality rate on italian data, Symmetric quadrature rules for tetrahedra based on a cubic close-packed lattice arrangement, A multi-objective approach to the design of low thrust space trajectories using optimal control, Convergence of an interior point algorithm for continuous minimax, A practical globalization of one-shot optimization for optimal design of tokamak divertors, Converting general nonlinear programming problems into separable programming problems with feedforward neural networks., Analysis and optimization of a latent thermal energy storage system with embedded heat pipes, Multigrid optimization for DNS-based optimal control in turbulent channel flows, Entropy-related extremum principles for model reduction of dissipative dynamical systems, A comparative performance evaluation of 27 nonlinear programming codes, A QP-free algorithm for finite minimax problems, Optimality tests for partitioning and sectional search algorithms, A globally and superlinearly convergent modified SQP-filter method, The equivalence of an LCP to a parametric linear program with a scalar parameter, An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization, Pfosm: an efficient algorithm for aerodynamic robust design based on continuous adjoint and matrix-vector products, A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function, A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization, Search algorithm for optimal damping parameters of transfemoral prosthetic limb, Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization, An improved strongly sub-feasible SSLE method for optimization problems and numerical experiments, Global and local convergence of a class of penalty-free-type methods for nonlinear programming, Sequential quadratic programming with a flexible step acceptance strategy, A general method for calculating functions of fuzzy numbers, A robust implementation of a sequential quadratic programming algorithm with successive error restoration, An efficient sequential quadratic programming algorithm for nonlinear programming, A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity, A new norm-relaxed SQP algorithm with global convergence, Global convergence of a robust filter SQP algorithm, A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity, Sequential systems of linear equations method for general constrained optimization without strict complementarity, Global convergence on an active set SQP for inequality constrained optimization, Minimal curvature trajectories: Riemannian geometry concepts for slow manifold computation in chemical kinetics, Global convergence of a tri-dimensional filter SQP algorithm based on the line search method, A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization, A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization, A penalty-function-free line search SQP method for nonlinear programming, Augmented Lagrangians which are quadratic in the multiplier, An algorithm for simultaneous magnitude and phase approximation of bivariate rational polynomials, Computational methods for optimum design of large complex systems, A line search filter algorithm with inexact step computations for equality constrained optimization, An extension of mechanism design optimization for motion generation, A robust sequential quadratic programming method, Monotone splitting sequential quadratic optimization algorithm with applications in electric power systems, Fuzzy multi-objective programming for supplier selection and risk modeling: a possibility approach, Newton's method and quasi-Newton-SQP method for general \(\text{LC}^1\) constrained optimization, Robust min-max portfolio strategies for rival forecast and risk scenarios, Higher-order derivatives in linear and quadratic programming, A sequential quadratic programming-based algorithm for the optimization of gas networks, Local convergence analysis for the REQP algorithm using conjugate basis matrices, A globally convergent algorithm for nonlinearly constrained optimization problems, Nonmonotone line search for minimax problems, An active set RQP algorithm for engineering design optimization, Variations and extension of the convex-concave procedure, A globally convergent QP-free algorithm for nonlinear semidefinite programming, Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method, Sparse quadratic programming in chemical process optimization, Douglas-Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms, A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization, A new trust region method for nonsmooth nonconvex optimization, A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results, A globally convergent regularized interior point method for constrained optimization, Probabilistic model identification of uncertainties in computational models for dynamical systems and experimental validation, Use of exact penalty functions to determine efficient decisions, A sequential quadratic programming method for potentially infeasible mathematical programs, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, A multiple-curve Lévy forward rate model in a two-price economy, A Projected Gradient and Constraint Linearization Method for Nonlinear Model Predictive Control, LAVIR -- locally adaptive variational image registration, A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization, A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization, Unnamed Item, Unnamed Item, The problem of projecting the origin of Euclidean space onto the convex polyhedron, On the convergence of a generalized Reduced gradient algorithm for nonlinear programming problems, A novel multidimensional penalty‐free approach for constrained optimal control of switched control systems, On the use of adjoint gradients for time-optimal control problems regarding a discrete control parameterization, An algorithm for unconstrained optimization, An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems, Exponentially convergent non overlapping domain decomposition methods for the Helmholtz equation, On implementation of computational algorithms for optimal design 1: Preliminary investigation, On implementation of computational algorithms for optimal design 2: Extensive numerical investigation, Consistent approximations in composite optimization, The regularization continuation method for optimization problems with nonlinear equality constraints, An overview of nonlinear optimization, A variant of SQP method for inequality constrained optimization and its global convergence, A limited-memory trust-region method for nonlinear optimization with many equality constraints, A multi-objective nonlinear optimization approach to designing effective air quality control policies, Optimization of control strategy for a low fuel consumption vehicle engine, Supply chain outsourcing risk using an integrated stochastic-fuzzy optimization approach, Higher order derivatives in optimization methods, Trajectory optimization involving sloshing media, A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application, Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver, A Globally Convergent SQCQP Method for Multiobjective Optimization Problems, A norm-relaxed method of feasible directions for finely discretized problems from semi-infinite programming, A Regularized Factorization-Free Method for Equality-Constrained Optimization, Discrete mechanics and optimal control: An analysis, Nash equilibria in nonzero-sum differential games with impulse control, Optimization in control and learning in coupled map lattice systems, A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse, The Sequential Quadratic Programming Method, A sequential equality constrained quadratic programming algorithm for inequality constrained optimization, Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems, A superlinearly convergent method of feasible directions., Parameter optimization using the \(L_\infty \) exact penalty function and strictly convex quadratic programming problems, An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity, Essential issues on solving optimal power flow problems using soft-computing, The solution of nonlinear finite element equations, A feasible SQP method for nonlinear programming, A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming, Nonlinear programming and nonsmooth optimization by successive linear programming, A parallel Newton-type method for nonlinear model predictive control, Nonlinear programming on a microcomputer, Solving stochastic optimal control problems by a Wiener chaos approach, Symmetric quadrature rules for simplexes based on sphere close packed lattice arrangements, Unnamed Item, A trust-region SQP method without a penalty or a filter for nonlinear programming, FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs, A nonlinear preconditioner for optimum experimental design problems, A line search SQP method without a penalty or a filter, Variable metric methods for minimizing a class of nondifferentiable functions, Analysis of the BFGS Method with Errors, Multiple Set Point Partially Reduced SQP Method for Optimal Control of PDE, Dynamic search trajectory methods for global optimization, A first order, exact penalty function algorithm for equality constrained optimization problems, Time domain constrained H ∞ -synthesis, A sequential quadratic programming method for constrained multi-objective optimization problems, Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method, Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods, A conjugate gradient projection method for solving equations with convex constraints, Unnamed Item, A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems, Symmetric minimum-norm updates for use in gibbs free energy calculations, Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization, A subspace SQP method for equality constrained optimization, A Multiple Curve Lévy Swap Market Model, Algorithm for solving NLP problems with the use of a modified Lagrange function, Algorithm for solving NLP problems with the use of a modified Lagrange function, Revisions of constraint approximations in the successive QP method for nonlinear programming problems, A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function, A globally and superlinearly convergent feasible QP-free method for nonlinear programming, Improved filter-SQP algorithm with active set for constrained minimax problems, Process optimization under insufficient experimental information in the phase of service, High-Order Optimization Methods for Fully Composite Problems, A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications, Optimal thrusters steering for dynamically reconfigurable underwater vehicles, High-order flux reconstruction schemes with minimal dispersion and dissipation
