Search Results - subject:"sequential quadratic programming"

Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms

Kulkarni, Ankur; Shanbhag, Uday - In: Computational Optimization and Applications 51 (2012) 1, pp. 77-123

Persistent link: https://www.econbiz.de/10010896584

A hybrid FCASO-SQP method for solving the economic dispatch problems with valve-point effects

Cai, Jiejin; Li, Qiong; Li, Lixiang; Peng, Haipeng; … - In: Energy 38 (2012) 1, pp. 346-353

sequential quadratic programming (SQP) techniques, named FCASO-SQP method, is presented for solving the economic dispatch (ED …

Persistent link: https://www.econbiz.de/10011053308

Parameter identification in financial market models with a feasible point SQP algorithm

Gerlich, F.; Giese, A.; Maruhn, J.; Sachs, E. - In: Computational Optimization and Applications 51 (2012) 3, pp. 1137-1161

Persistent link: https://www.econbiz.de/10010539369

A primal-dual augmented Lagrangian

Gill, Philip; Robinson, Daniel - In: Computational Optimization and Applications 51 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010539370

A self-concordance property for nonconvex semidefinite programming

Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Computational Statistics 74 (2011) 1, pp. 77-92

The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self-concordance to problems that...

Persistent link: https://www.econbiz.de/10010847656

A self-concordance property for nonconvex semidefinite programming

Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Mathematical Methods of Operations Research 74 (2011) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10010999689

Primal-dual interior-point method for thermodynamic gas-particle partitioning

Caboussat, Alexandre - In: Computational Optimization and Applications 48 (2011) 3, pp. 717-745

Persistent link: https://www.econbiz.de/10008925519

A reduced Hessian SQP method for inequality constrained optimization

Liu, Tao-Wen - In: Computational Optimization and Applications 49 (2011) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10009149867

Hybrid SOA–SQP algorithm for dynamic economic dispatch with valve-point effects

Sivasubramani, S.; Swarup, K.S. - In: Energy 35 (2010) 12, pp. 5031-5036

) and sequential quadratic programming (SQP) method for solving dynamic economic dispatch problem with valve-point effects …

Persistent link: https://www.econbiz.de/10010810558

Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization

Izmailov, A.; Solodov, M. - In: Computational Optimization and Applications 46 (2010) 2, pp. 347-368

Persistent link: https://www.econbiz.de/10008533939