-
1
-
-
0033296703
-
Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
-
Altman, A., Godson, J.: Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization. Optim. Methods Softw. 11-12, 275-302 (1999)
-
(1999)
Optim. Methods Softw
, vol.11-12
, pp. 275-302
-
-
Altman, A.1
Godson, J.2
-
3
-
-
9744233649
-
Numerical comparisons of path-following strategies for a primal-dual interior-point method for nonlinear programming
-
Argáez, M., Tapia, R., Velázquez, L.: Numerical comparisons of path-following strategies for a primal-dual interior-point method for nonlinear programming. J. Optim. Theory Appl. 114, 255-272 (2002)
-
(2002)
J. Optim. Theory Appl
, vol.114
, pp. 255-272
-
-
Argáez, M.1
Tapia, R.2
Velázquez, L.3
-
4
-
-
3543086890
-
Preconditioning indefinite systems in interior point methods for optimization
-
Bergamaschi, L., Gondzio, J., Zilli, G.: Preconditioning indefinite systems in interior point methods for optimization. Comput. Optim. Appl. 28, 149-171 (2004)
-
(2004)
Comput. Optim. Appl
, vol.28
, pp. 149-171
-
-
Bergamaschi, L.1
Gondzio, J.2
Zilli, G.3
-
5
-
-
27744552861
-
A nonmonotone inexact Newton method
-
Bonettini, S.: A nonmonotone inexact Newton method. Optim. Methods Softw. 20, 475-491 (2005)
-
(2005)
Optim. Methods Softw
, vol.20
, pp. 475-491
-
-
Bonettini, S.1
-
6
-
-
25644459151
-
An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems
-
Bonettini, S., Galligani, E., Ruggiero, V.: An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems. Appl. Math. Comput. 168, 651-676 (2005)
-
(2005)
Appl. Math. Comput
, vol.168
, pp. 651-676
-
-
Bonettini, S.1
Galligani, E.2
Ruggiero, V.3
-
7
-
-
34547570237
-
Some iterative methods for the solution of a symmetric indefinite KKT system
-
to appear
-
Bonettini, S., Ruggiero, V.: Some iterative methods for the solution of a symmetric indefinite KKT system. Comput. Optim. Appl. (2006, to appear)
-
(2006)
Comput. Optim. Appl
-
-
Bonettini, S.1
Ruggiero, V.2
-
8
-
-
0015200767
-
Direct methods for solving symmetric indefinite systems of linear equations
-
Bunch, J.R., Parlert, B.N.: Direct methods for solving symmetric indefinite systems of linear equations. SIAM J. Numer. Anal. 8, 639-655 (1971)
-
(1971)
SIAM J. Numer. Anal
, vol.8
, pp. 639-655
-
-
Bunch, J.R.1
Parlert, B.N.2
-
9
-
-
0001130234
-
A trust region method based on interior-point techniques for nonlinear programming
-
Byrd, R.H., Gilbert, J.C., Nocedal, J.: A trust region method based on interior-point techniques for nonlinear programming. Math. Program. 89, 149-185 (2000)
-
(2000)
Math. Program
, vol.89
, pp. 149-185
-
-
Byrd, R.H.1
Gilbert, J.C.2
Nocedal, J.3
-
10
-
-
0003917112
-
On the convergence of Newton iterations to non-stationary points
-
Technical report OTC 2001/01, Optimization Technology Center, Northwestern University, Evanston
-
Byrd, R.H., Marazzi, M., Nocedal, J.: On the convergence of Newton iterations to non-stationary points. Technical report OTC 2001/01, Optimization Technology Center, Northwestern University, Evanston (2001)
-
(2001)
-
-
Byrd, R.H.1
Marazzi, M.2
Nocedal, J.3
-
11
-
-
0037378185
-
Parallel computational issues of an interior point method for solving large bound-constrained quadratic programming problems
-
D'Apuzzo, M., Marino, M.: Parallel computational issues of an interior point method for solving large bound-constrained quadratic programming problems. Parallel Comput. 29, 467-483 (2003)
-
(2003)
Parallel Comput
, vol.29
, pp. 467-483
-
-
D'Apuzzo, M.1
Marino, M.2
-
12
-
-
0000746005
-
Inexact Newton methods
-
Dembo, R.S., Eisenstat, S.C., Steihaug, T.: Inexact Newton methods. SIAM J. Numer. Anal. 19, 400-408 (1982)
-
(1982)
SIAM J. Numer. Anal
, vol.19
, pp. 400-408
-
-
Dembo, R.S.1
Eisenstat, S.C.2
Steihaug, T.3
-
13
-
-
34047152533
-
Numerical solution of discrete quadratic optimal control problems by Hestenes' method
-
Durazzi, C.: Numerical solution of discrete quadratic optimal control problems by Hestenes' method. Rend. Circ. Mat. Palermo Suppl. 58(2), 133-154 (1999)
-
(1999)
Rend. Circ. Mat. Palermo Suppl
, vol.58
, Issue.2
, pp. 133-154
-
-
Durazzi, C.1
-
14
-
-
0034349445
-
On the Newton interior-point method for nonlinear programming problems
-
Durazzi, C.: On the Newton interior-point method for nonlinear programming problems. J. Optim. Theory Appl. 104, 73-90 (2000)
-
(2000)
J. Optim. Theory Appl
, vol.104
, pp. 73-90
-
-
Durazzi, C.1
-
15
-
-
25644452329
-
Nonlinear programming methods for solving optimal control problems
-
Giannessi, F, Maugeri, A, Pardalos, P.M, eds, Kluwer Academic, Dordrecht
-
Durazzi, C., Galligani, E.: Nonlinear programming methods for solving optimal control problems. In: Giannessi, F., Maugeri, A., Pardalos, P.M. (eds.) Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models, Nonconvex Optimization and Its Applications, vol. 58, pp. 71-99. Kluwer Academic, Dordrecht (2001)
-
(2001)
Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models, Nonconvex Optimization and Its Applications
, vol.58
, pp. 71-99
-
-
Durazzi, C.1
Galligani, E.2
-
16
-
-
0345547686
-
Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
-
Durazzi, C., Ruggiero, V.: Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems. Numer. Linear Algebra Appl. 10, 673-688 (2003)
-
(2003)
Numer. Linear Algebra Appl
, vol.10
, pp. 673-688
-
-
Durazzi, C.1
Ruggiero, V.2
-
17
-
-
0037377464
-
Numerical solution of special linear and quadratic programs via a parallel interior-point method
-
Durazzi, C., Ruggiero, V.: Numerical solution of special linear and quadratic programs via a parallel interior-point method. Parallel Comput. 29, 485-503 (2003)
-
(2003)
Parallel Comput
, vol.29
, pp. 485-503
-
-
Durazzi, C.1
Ruggiero, V.2
-
18
-
-
0347723949
-
Global convergence of the Newton interior-point method for nonlinear programming
-
Durazzi, C., Ruggiero, V.: Global convergence of the Newton interior-point method for nonlinear programming. J. Optim. Theory Appl. 120, 199-208 (2004)
-
(2004)
J. Optim. Theory Appl
, vol.120
, pp. 199-208
-
-
Durazzi, C.1
Ruggiero, V.2
-
19
-
-
0035536764
-
Parallel interior-point method for linear and quadratic programs with special structure
-
Durazzi, C., Ruggiero, V., Zanghirati, G.: Parallel interior-point method for linear and quadratic programs with special structure. J. Optim. Theory Appl. 110, 289-313 (2001)
-
(2001)
J. Optim. Theory Appl
, vol.110
, pp. 289-313
-
-
Durazzi, C.1
Ruggiero, V.2
Zanghirati, G.3
-
20
-
-
0001330894
-
Globally convergent inexact Newton methods
-
Eisenstat, S.C., Walker, H.E: Globally convergent inexact Newton methods. SIAM J. Optim. 4, 393-422 (1994)
-
(1994)
SIAM J. Optim
, vol.4
, pp. 393-422
-
-
Eisenstat, S.C.1
Walker, H.E.2
-
21
-
-
0030541525
-
On the formulation and theory of Newton interior-point method for nonlinear programming
-
El-Bakry, A.S., Tapia, R.A., Tsuchiya, T., Zhang, Y.: On the formulation and theory of Newton interior-point method for nonlinear programming. J. Optim. Theory Appl. 89, 507-541 (1996)
-
(1996)
J. Optim. Theory Appl
, vol.89
, pp. 507-541
-
-
El-Bakry, A.S.1
Tapia, R.A.2
Tsuchiya, T.3
Zhang, Y.4
-
23
-
-
0036776589
-
Inertia-controlling factorizations for optimization algorithms
-
Forsgren, A.: Inertia-controlling factorizations for optimization algorithms. Appl. Numer. Math. 43, 91-107 (2002)
-
(2002)
Appl. Numer. Math
, vol.43
, pp. 91-107
-
-
Forsgren, A.1
-
24
-
-
0037427551
-
The Newton-arithmetic mean method for the solution of systems of nonlinear equations
-
Galligani, E.: The Newton-arithmetic mean method for the solution of systems of nonlinear equations. Appl. Math. Comput. 134, 9-34 (2003)
-
(2003)
Appl. Math. Comput
, vol.134
, pp. 9-34
-
-
Galligani, E.1
-
25
-
-
0027901882
-
Numerical solution of equality-constrained quadratic programming problems on vector-parallel computers
-
Galligani, I., Ruggiero, V.: Numerical solution of equality-constrained quadratic programming problems on vector-parallel computers. Optim. Methods Softw. 2, 233-247 (1993)
-
(1993)
Optim. Methods Softw
, vol.2
, pp. 233-247
-
-
Galligani, I.1
Ruggiero, V.2
-
26
-
-
11644274626
-
A minimization method for the solution of large symmetric eigenproblems
-
Galligani, E., Ruggiero, V., Zanni, L.: A minimization method for the solution of large symmetric eigenproblems. Int. J. Comput. Math. 70, 99-115 (1998)
-
(1998)
Int. J. Comput. Math
, vol.70
, pp. 99-115
-
-
Galligani, E.1
Ruggiero, V.2
Zanni, L.3
-
27
-
-
0000620128
-
Preconditioners for indefinite systems arising in optimization
-
Gill, P.E., Murray, D.B., Ponceleon, D.B., Saunders, M.A.: Preconditioners for indefinite systems arising in optimization. SIAM J. Matrix Anal. Appl. 13, 292-311 (1992)
-
(1992)
SIAM J. Matrix Anal. Appl
, vol.13
, pp. 292-311
-
-
Gill, P.E.1
Murray, D.B.2
Ponceleon, D.B.3
Saunders, M.A.4
-
28
-
-
0030532067
-
On the stability of Choleski factorization for symmetric quasidefinite systems
-
Gill, P.E., Saunders, M.A., Shinned, J.R.: On the stability of Choleski factorization for symmetric quasidefinite systems. SIAM J. Matrix Anal. Appl. 17, 35-46 (1996)
-
(1996)
SIAM J. Matrix Anal. Appl
, vol.17
, pp. 35-46
-
-
Gill, P.E.1
Saunders, M.A.2
Shinned, J.R.3
-
29
-
-
0347577906
-
On solving block-structured indefinite linear systems
-
Golub, G., Greif, C.: On solving block-structured indefinite linear systems. SIAM J. Sci. Comput. 24, 2076-2092 (2003)
-
(2003)
SIAM J. Sci. Comput
, vol.24
, pp. 2076-2092
-
-
Golub, G.1
Greif, C.2
-
30
-
-
0041437231
-
SOR-like methods for augmented system
-
Golub, G., Wu, X., Yuan, J.Y.: SOR-like methods for augmented system. BIT 41, 71-85 (2001)
-
(2001)
BIT
, vol.41
, pp. 71-85
-
-
Golub, G.1
Wu, X.2
Yuan, J.Y.3
-
31
-
-
34047158958
-
-
Harwell Subroutine Library: A Catalogue of Subroutines (HSL 2000). AEA Technology, Harwell, Oxfordshire (2002)
-
Harwell Subroutine Library: A Catalogue of Subroutines (HSL 2000). AEA Technology, Harwell, Oxfordshire (2002)
-
-
-
-
32
-
-
0014604308
-
Multiplier and gradient methods
-
Hestenes, M.R.: Multiplier and gradient methods. J. Optim. Theory Appl. 4, 303-320 (1969)
-
(1969)
J. Optim. Theory Appl
, vol.4
, pp. 303-320
-
-
Hestenes, M.R.1
-
34
-
-
0034145598
-
Constraint preconditioners for indefinite linear systems
-
Keller, C., Gould, N.I.M., Wathen, A.J.: Constraint preconditioners for indefinite linear systems. SIAM J. Matrix Anal. Appl. 21, 1300-1317 (2000)
-
(2000)
SIAM J. Matrix Anal. Appl
, vol.21
, pp. 1300-1317
-
-
Keller, C.1
Gould, N.I.M.2
Wathen, A.J.3
-
35
-
-
21144443182
-
Optimum parameter for the SOR-like method for augmented system
-
Li, C., Li, Z., Shao, X., Nie, Y., Evans, D.J.: Optimum parameter for the SOR-like method for augmented system. Int. J. Comput. Math. 81, 749-763 (2004)
-
(2004)
Int. J. Comput. Math
, vol.81
, pp. 749-763
-
-
Li, C.1
Li, Z.2
Shao, X.3
Nie, Y.4
Evans, D.J.5
-
36
-
-
21144482411
-
On finding supernodes for sparse matrix computations
-
Liu, J.W., Ng, E.G., Peyton, B.W.: On finding supernodes for sparse matrix computations. SIAM J. Matrix Anal. Appl. 14, 242-252 (1993)
-
(1993)
SIAM J. Matrix Anal. Appl
, vol.14
, pp. 242-252
-
-
Liu, J.W.1
Ng, E.G.2
Peyton, B.W.3
-
38
-
-
10044222210
-
Interior-point method for non-linear non-convex optimization
-
Lukšan, L., Matonoha, C., Vlček, J.: Interior-point method for non-linear non-convex optimization. Numer. Linear Algebra Appl. 11, 431-453 (2004)
-
(2004)
Numer. Linear Algebra Appl
, vol.11
, pp. 431-453
-
-
Lukšan, L.1
Matonoha, C.2
Vlček, J.3
-
39
-
-
0345293940
-
Indefinitely preconditioned inexact Newton method for large sparse equality constrained non-linear programming problems
-
Lukšan, L., Vlček, J.: Indefinitely preconditioned inexact Newton method for large sparse equality constrained non-linear programming problems. Numer. Linear Algebra Appl. 5, 219-247 (1998)
-
(1998)
Numer. Linear Algebra Appl
, vol.5
, pp. 219-247
-
-
Lukšan, L.1
Vlček, J.2
-
40
-
-
0033738978
-
Optimization techniques for solving elliptic control problems with control and state constraints: Part 1. Boundary control
-
Maurer, H., Mittelmann, H.D.: Optimization techniques for solving elliptic control problems with control and state constraints: Part 1. Boundary control. Comput. Optim. Appl. 16, 29-55 (2000)
-
(2000)
Comput. Optim. Appl
, vol.16
, pp. 29-55
-
-
Maurer, H.1
Mittelmann, H.D.2
-
41
-
-
0035248626
-
Optimization techniques for solving elliptic control problems with control and state constraints: Part 2. Distributed control
-
Maurer, H., Mittelmann, H.D.: Optimization techniques for solving elliptic control problems with control and state constraints: Part 2. Distributed control. Comput. Optim. Appl. 18, 141-160 (2001)
-
(2001)
Comput. Optim. Appl
, vol.18
, pp. 141-160
-
-
Maurer, H.1
Mittelmann, H.D.2
-
42
-
-
0035480023
-
Verification of second-order sufficient optimality conditions for semilinear elliptic and parabolic control problems
-
Mittelmann, H.D.: Verification of second-order sufficient optimality conditions for semilinear elliptic and parabolic control problems. Comput. Optim. Appl. 20, 93-110 (2001)
-
(2001)
Comput. Optim. Appl
, vol.20
, pp. 93-110
-
-
Mittelmann, H.D.1
-
43
-
-
34047130437
-
-
Private communication
-
Mittelmann, H.D.: Private communication (2004)
-
(2004)
-
-
Mittelmann, H.D.1
-
44
-
-
0034255203
-
Solving elliptic control problems with interior point and SQP methods: Control and state constraints
-
Mittelmann, H.D., Maurer, H.: Solving elliptic control problems with interior point and SQP methods: control and state constraints. J. Comput. Appl. Math. 120, 175-195 (2000)
-
(2000)
J. Comput. Appl. Math
, vol.120
, pp. 175-195
-
-
Mittelmann, H.D.1
Maurer, H.2
-
45
-
-
0013105967
-
Assessing the potential of interior methods for nonlinear optimization
-
Technical report OTC 2001/04, Optimization Technology Center, North-western University, Evanston
-
Morales, J.L., Nocedal, J., Waltz, R.A., Liu, G., Goux, J.P.: Assessing the potential of interior methods for nonlinear optimization. Technical report OTC 2001/04, Optimization Technology Center, North-western University, Evanston (2001)
-
(2001)
-
-
Morales, J.L.1
Nocedal, J.2
Waltz, R.A.3
Liu, G.4
Goux, J.P.5
-
46
-
-
0036344992
-
On the solution of equality constrained quadratic programming problems arising in optimization
-
Nocedal, J., Hribar, M.E., Gould, N.I.M.: On the solution of equality constrained quadratic programming problems arising in optimization. SIAM J. Sci. Comput. 23, 1375-1394 (2001)
-
(2001)
SIAM J. Sci. Comput
, vol.23
, pp. 1375-1394
-
-
Nocedal, J.1
Hribar, M.E.2
Gould, N.I.M.3
-
48
-
-
0002380692
-
A method for nonlinear constraints in minimization problems
-
Fletcher, R, ed, Academic, London
-
Powell, M.J.D.: A method for nonlinear constraints in minimization problems. In: Fletcher, R. (ed.) Optimization, pp. 283-298. Academic, London (1969)
-
(1969)
Optimization
, pp. 283-298
-
-
Powell, M.J.D.1
-
51
-
-
34047161254
-
-
Saunders, M., Tomlin, J.A.: Solving regularized linear programs using barrier methods and KKT systems. Technical report SOL 96-4, Systems Optimization Lab., Dept. Oper. Res., Stanford University, Stanford (1996)
-
Saunders, M., Tomlin, J.A.: Solving regularized linear programs using barrier methods and KKT systems. Technical report SOL 96-4, Systems Optimization Lab., Dept. Oper. Res., Stanford University, Stanford (1996)
-
-
-
-
52
-
-
0022146092
-
On the method of weighting for equality-constrained least-squares problems
-
Van Loan, C.: On the method of weighting for equality-constrained least-squares problems. SIAM J. Numer. Anal. 22, 851-864 (1985)
-
(1985)
SIAM J. Numer. Anal
, vol.22
, pp. 851-864
-
-
Van Loan, C.1
-
53
-
-
0002090173
-
Symmetric quasidefinite matrices
-
Vanderbei, R.J.: Symmetric quasidefinite matrices. SIAM J. Optim. 5, 100-113 (1995)
-
(1995)
SIAM J. Optim
, vol.5
, pp. 100-113
-
-
Vanderbei, R.J.1
-
54
-
-
0000287204
-
An interior-point algorithm for nonconvex nonlinear programming
-
Vanderbei, R.J., Shanno, D.F.: An interior-point algorithm for nonconvex nonlinear programming. Comput. Optim. Appl. 13, 231-252 (1999)
-
(1999)
Comput. Optim. Appl
, vol.13
, pp. 231-252
-
-
Vanderbei, R.J.1
Shanno, D.F.2
-
56
-
-
0000892372
-
Failure of global convergence for a class of interior point methods for nonlinear programming
-
Wächter, A., Biegler, L.T.: Failure of global convergence for a class of interior point methods for nonlinear programming. Math. Program. 88, 565-574 (2000)
-
(2000)
Math. Program
, vol.88
, pp. 565-574
-
-
Wächter, A.1
Biegler, L.T.2
-
57
-
-
0029712553
-
On the monotone convergence of multisplitting method for a class of systems of weakly nonlinear equations
-
Wang, D., Bai, Z.Z., Evans, D.J.: On the monotone convergence of multisplitting method for a class of systems of weakly nonlinear equations. Int. J. Comput. Math. 60, 229-242 (1996)
-
(1996)
Int. J. Comput. Math
, vol.60
, pp. 229-242
-
-
Wang, D.1
Bai, Z.Z.2
Evans, D.J.3
-
58
-
-
13544264699
-
The interior-point revolution in optimization: History, recent developments, and lasting consequences
-
Wright, M.: The interior-point revolution in optimization: history, recent developments, and lasting consequences. Bull. Amer. Math. Soc. 42, 39-56 (2005)
-
(2005)
Bull. Amer. Math. Soc
, vol.42
, pp. 39-56
-
-
Wright, M.1
|