System Modelling and Optimization
暂无分享,去创建一个
[1] Adam B. Levy,et al. Implicit multifunction theorems for the sensitivity analysis of variational conditions , 1996, Math. Program..
[2] R.W.H. Sargent,et al. A New SQP Algorithm for Large-Scale Nonlinear Programming , 2000, SIAM J. Optim..
[3] B. N. Pshenichnyi. Algorithms for general mathematical programming problems , 1970 .
[4] Henry Wolkowicz,et al. Convex Relaxations of (0, 1)-Quadratic Programming , 1995, Math. Oper. Res..
[5] A. Tits,et al. Avoiding the Maratos effect by means of a nonmonotone line search I. general constrained problems , 1991 .
[6] R. Vanderbei. LOQO:an interior point code for quadratic programming , 1999 .
[7] Huifu Xu,et al. Set-valued approximations and Newton’s methods , 1999, Math. Program..
[8] Robert J. Vanderbei,et al. Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods , 2000, Math. Program..
[9] Robert J. Vanderbei,et al. An Interior-Point Algorithm for Nonconvex Nonlinear Programming , 1999, Comput. Optim. Appl..
[10] José Herskovits,et al. A two-stage feasible directions algorithm for nonlinear constrained optimization , 1981, Math. Program..
[11] Ya-Xiang Yuan,et al. On the superlinear convergence of a trust region algorithm for nonsmooth optimization , 1985, Math. Program..
[12] L. Grippo,et al. A nonmonotone line search technique for Newton's method , 1986 .
[13] Michael A. Saunders,et al. A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints , 1982 .
[14] Mauricio G. C. Resende,et al. An implementation of Karmarkar's algorithm for linear programming , 1989, Math. Program..
[15] Narendra Karmarkar,et al. A new polynomial-time algorithm for linear programming , 1984, STOC '84.
[16] Nicholas I. M. Gould,et al. Methods for nonlinear constraints in optimization calculations , 1996 .
[17] Gábor Pataki,et al. On the generic properties of convex optimization problems in conic form , 2001, Math. Program..
[18] Willi Hock,et al. Lecture Notes in Economics and Mathematical Systems , 1981 .
[19] Jorge Nocedal,et al. On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization , 1998, SIAM J. Optim..
[20] Hiroshi Yamashita,et al. Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization , 1996, Math. Program..
[21] N. Maratos,et al. Exact penalty function algorithms for finite dimensional and control optimization problems , 1978 .
[22] Ya-Xiang Yuan,et al. Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints , 1997, SIAM J. Optim..
[23] R. Fletcher,et al. Resolving degeneracy in quadratic programming , 1993, Ann. Oper. Res..
[24] O. Mangasarian,et al. The Fritz John Necessary Optimality Conditions in the Presence of Equality and Inequality Constraints , 1967 .
[25] A. J. Quist,et al. Copositive relaxation for general quadratic programming. , 1998 .
[26] Ya-Xiang Yuan,et al. A trust region algorithm for equality constrained optimization , 1990, Math. Program..
[27] E. Panier,et al. A superlinearly convergent feasible method for the solution of inequality constrained optimization problems , 1987 .
[28] D. Mayne,et al. A surperlinearly convergent algorithm for constrained optimization problems , 1982 .
[29] R. Rockafellar. Proto-Differentiability of Set-Valued Mappings and its Applications in Optimization☆ , 1989 .
[30] Todd Plantenga,et al. A Trust Region Method for Nonlinear Programming Based on Primal Interior-Point Techniques , 1998, SIAM J. Sci. Comput..
[31] Stephen M. Robinson,et al. Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms , 1974, Math. Program..
[32] Stephen J. Wright,et al. pPCx: Parallel Software for Linear Programming , 1997, PPSC.
[33] Matthias Heinkenschloss. On the solution of a two ball trust region subproblem , 1992, Universität Trier, Mathematik/Informatik, Forschungsbericht.
[34] Erling D. Andersen,et al. A parallel interior-point algorithm for linear programming on a shared memory machine , 1998 .
[35] Diethard Klatte,et al. Strong stability in nonlinear programming revisited , 1999, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.
[36] J. Nieuwenhuis. Another application of Guignard's generalized Kuhn-Tucker conditions , 1980 .
[37] N. Gould. An Algorithm for Large-Scale Quadratic Programming , 1991 .
[38] M. Ramana. An algorithmic analysis of multiquadratic and semidefinite programming problems , 1994 .
[39] Henry Wolkowicz,et al. A Recipe for Semidefinite Relaxation for , 1995 .
[40] Giorgio Gallo,et al. A Bundle Type Dual-Ascent Approach to Linear Multicommodity Min-Cost Flow Problems , 1999, INFORMS J. Comput..
[41] Gábor Pataki,et al. On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues , 1998, Math. Oper. Res..
[42] M. J. D. Powell,et al. Variable Metric Methods for Constrained Optimization , 1982, ISMP.
[43] Franz Rendl,et al. A semidefinite framework for trust region subproblems with applications to large scale minimization , 1997, Math. Program..
[44] E. Omojokun. Trust region algorithms for optimization with nonlinear equality and inequality constraints , 1990 .
[45] Francisco J. Prieto,et al. A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem , 1995, SIAM J. Optim..
[46] Yurii Nesterov,et al. Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.
[47] Anders Forsgren,et al. Primal-Dual Interior Methods for Nonconvex Nonlinear Programming , 1998, SIAM J. Optim..
[48] Stefano Lucidi,et al. New Results on a Continuously Differentiable Exact Penalty Function , 1992, SIAM J. Optim..
[49] Stephen J. Wright. Superlinear Convergence of a Stabilized SQP Method to a Degenerate Solution , 1998, Comput. Optim. Appl..
[50] Nicholas I. M. Gould,et al. SQP Methods for Large-Scale Nonlinear Programming , 1999, System Modelling and Optimization.
[51] Hiroshi Yamashita,et al. Q-SUPERLINEAR CONVERGENCE OF PRIMAL-DUAL INTERIOR POINT QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION , 1997 .
[52] J. Ecker,et al. Geometric programming: Duality in quadratic programming and lp-approximation III (degenerate programs) , 1970 .
[53] A. Peressini. Ordered topological vector spaces , 1967 .
[54] Michael L. Overton,et al. A Primal-dual Interior Method for Nonconvex Nonlinear Programming , 1998 .
[55] James Renegar,et al. Linear programming, complexity theory and elementary functional analysis , 1995, Math. Program..
[56] Jacek Gondzio,et al. Parallel Implementation of a Central Decomposition Method for Solving Large-Scale Planning Problems , 2001, Comput. Optim. Appl..
[57] R. W. H. Sargent,et al. The Development of the SQP Algorithm for Nonlinear Programming , 1997 .
[58] Nicholas I. M. Gould,et al. Solving the Trust-Region Subproblem using the Lanczos Method , 1999, SIAM J. Optim..
[59] A. Vardi. A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation , 1985 .
[60] G. P. Barker,et al. Projectionally exposed cones , 1987 .
[61] Motakuri V. Ramana,et al. An exact duality theory for semidefinite programming and its complexity implications , 1997, Math. Program..
[62] Stephen M. Robinson,et al. Strongly Regular Generalized Equations , 1980, Math. Oper. Res..
[63] William W. Hager,et al. Stabilized Sequential Quadratic Programming , 1999, Comput. Optim. Appl..
[64] André L. Tits,et al. On combining feasibility, descent and superlinear convergence in inequality constrained optimization , 1993, Math. Program..
[65] John N. Tsitsiklis,et al. Parallel and distributed computation , 1989 .
[66] Panos M. Pardalos,et al. Quadratic programming with one negative eigenvalue is NP-hard , 1991, J. Glob. Optim..
[67] R. Saigal,et al. Handbook of semidefinite programming : theory, algorithms, and applications , 2000 .
[68] Y. Ye,et al. Semidefinite programming relaxations of nonconvex quadratic optimization , 2000 .
[69] Henry Wolkowicz,et al. Strong Duality for Semidefinite Programming , 1997, SIAM J. Optim..