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  • Search: subject:"sequential quadratic programming"
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Year of publication
Subject
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Sequential quadratic programming 20 sequential quadratic programming 8 Mathematical programming 7 Mathematische Optimierung 7 Nonlinear programming 5 Theorie 5 Theory 5 Evolutionary algorithm 3 Optimization 3 nonlinear programming 3 Algorithm 2 Algorithmus 2 Analytics 2 Convergence 2 Critical Lagrange multipliers 2 Cryptocurrency 2 Economic dispatch 2 Evolutionärer Algorithmus 2 Forecasting 2 Global convergence 2 Lieferkette 2 Long and short-term memory network 2 Newton-type methods 2 Nonlinear constraints 2 SQP method 2 Second order sufficient condition 2 Second-order sufficiency 2 Self-concordance 2 Semidefinite programming 2 Sensitivity 2 Sequential Quadratic Programming 2 Superlinear convergence 2 Supply chain 2 (Stabilized) sequential quadratic programming 1 Active-set method 1 Adaptable difficulty 1 Almost-sure feasibility 1 Augmented Lagrangian 1 Augmented Lagrangian methods 1 Benchmark problem 1
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Online availability
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Undetermined 31 Free 2
Type of publication
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Article 35 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 research-article 2
Language
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Undetermined 23 English 13
Author
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Izmailov, A. 3 Garcés, Rodrigo 2 Gómez, Walter 2 Jana, Rabin K. 2 Jarre, Florian 2 Sharma, Dinesh K. 2 Solodov, M. 2 Spellucci, P. 2 Akbarzadeh, A. 1 Anitescu, Mihai 1 Ardehali, M.M. 1 Bai, Yizhou 1 Barde, Stephane 1 Bock, Hans Georg 1 Caboussat, Alexandre 1 Cai, Jiejin 1 Chen, Cheng-Chieh 1 Chen, Shih-Pin 1 Diehl, Moritz 1 Dziubinski, Matt P. 1 Etoa, Jean 1 Fernandes, Edite 1 Fernández, D. 1 Fesanghary, M. 1 Gerlich, F. 1 Ghosh, Indranil 1 Giese, A. 1 Gill, Philip 1 Gomes, M. 1 Gosh, Indranil 1 Guo, Yuliang 1 Han, Bing 1 Hashorva, Enkelejd 1 Hou, Renluan 1 Izmailov, A. F. 1 Jaganathan, S. 1 Karpouzos, D. K. 1 Kasaeian, A.B. 1 Katsifarakis, K. L. 1 Ko, Young Myoung 1
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Institution
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School of Economics and Management, University of Aarhus 1
Published in...
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Computational Optimization and Applications 10 Energy 4 Computational Statistics 2 Mathematical Methods of Operations Research 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 CREATES Research Papers 1 China Finance Review International 1 China finance review international 1 EURO journal on computational optimization 1 European journal of industrial engineering : EJIE 1 Industrial Robot: the international journal of robotics research and application 1 International Journal of Applied Metaheuristic Computing (IJAMC) 1 International journal of shipping and transport logistics : IJSTL 1 Journal of Asian Scientific Research 1 Journal of Global Optimization 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Operational research : an international journal 1 Operations research letters 1 Scandinavian actuarial journal 1 Top : transactions in operations research 1
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Source
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RePEc 24 ECONIS (ZBW) 9 Other ZBW resources 3
Showing 1 - 10 of 36
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A novel granular decomposition based predictive modeling framework for cryptocurrencies' prices forecasting
Gosh, Indranil; Jana, Rabin K.; Sharma, Dinesh K. - In: China finance review international 14 (2024) 4, pp. 759-790
Persistent link: https://www.econbiz.de/10015323318
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A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming
Na, Sen; Anitescu, Mihai; Kolar, Mladen - In: Mathematics of operations research 49 (2024) 2, pp. 1012-1044
Persistent link: https://www.econbiz.de/10014564928
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A novel granular decomposition based predictive modeling framework for cryptocurrencies' prices forecasting
Ghosh, Indranil; Jana, Rabin K.; Sharma, Dinesh K. - In: China Finance Review International 14 (2024) 4, pp. 759-790
gradient boosting (XGB) are applied to the decomposed subseries to estimate the initial forecasts. Lastly, sequential quadratic … programming (SQP) is used to fetch the forecast by combining the initial forecasts. Findings Rigorous performance assessment and …
Persistent link: https://www.econbiz.de/10015341995
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Inventory control for the closed-loop supply chain with technological progress and planned shortages
Chen, Shih-Pin; Lin, Yu-Min - In: European journal of industrial engineering : EJIE 16 (2022) 2, pp. 143-168
Persistent link: https://www.econbiz.de/10012887423
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General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations
Barde, Stephane; Ko, Young Myoung; Shin, Hayong - In: Operations research letters 50 (2022) 5, pp. 476-483
Persistent link: https://www.econbiz.de/10013449423
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Multi-objective optimal trajectory planning of customized industrial robot based on reliable dynamic identification for improving control accuracy
Hou, Renluan; Niu, Jianwei; Guo, Yuliang; Ren, Tao; … - In: Industrial Robot: the international journal of robotics … 49 (2022) 6, pp. 1156-1168
Purpose The purpose of this paper is to enhance control accuracy, energy efficiency and productivity of customized industrial robots by the proposed multi-objective trajectory optimization approach. To obtain accurate dynamic matching torques of the robot joints with optimal motion, an improved...
Persistent link: https://www.econbiz.de/10014836122
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A new benchmark optimization problem of adaptable difficulty : theoretical considerations and practical testing
Karpouzos, D. K.; Katsifarakis, K. L. - In: Operational research : an international journal 21 (2021) 1, pp. 231-250
Persistent link: https://www.econbiz.de/10012489677
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Some mathematical aspects of price optimisation
Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa; … - In: Scandinavian actuarial journal (2018) 5, pp. 379-403
Persistent link: https://www.econbiz.de/10011881448
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Conditionally-uniform Feasible Grid Search Algorithm
Dziubinski, Matt P. - School of Economics and Management, University of Aarhus - 2012
We present and evaluate a numerical optimization method (together with an algorithm for choosing the starting values) pertinent to the constrained optimization problem arising in the estimation of the GARCH models with inequality constraints, in particular the Simplified Component GARCH Model...
Persistent link: https://www.econbiz.de/10009421016
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Metaheuristic Optimization of Constrained Large Portfolios using Hybrid Particle Swarm Optimization
Pai, G. A. Vijayalakshmi; Michel, Thierry - In: International Journal of Applied Metaheuristic … 8 (2017) 1, pp. 1-23
at by the hybrid PSO now acts as the initial point to the Sequential Quadratic Programming (SQP) algorithm which …
Persistent link: https://www.econbiz.de/10012042939
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