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A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm
(SOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL, 2012)
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm
(SOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL, 2012)
Stabilized sequential quadratic programming: a survey
(Sociedade Brasileira de Pesquisa Operacional, 2014-11)
We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. ...
Stabilized sequential quadratic programming: A survey
(Sociedade Brasileira de Pesquisa Operacional, 2014-09)
We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. ...
A sequential quadratic programming algorithm that combines merit function and filter ideas
(Sociedade Brasileira de Matemática Aplicada e Computacional, 2007)
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithmCOMPUTATIONAL & APPLIED MATHEMATICSCOMPUT APPL MATH
(SOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL, 2016)
A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithmCOMPUTATIONAL & APPLIED MATHEMATICSCOMPUT APPL MATH
(SOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL, 2016)
On the cost of solving augmented Lagrangian subproblems
(Springer, 2020-07)
At each iteration of the augmented Lagrangian algorithm, a nonlinear subproblem is being solved. The number of inner iterations (of some/any method) needed to obtain a solution of the subproblem, or even a suitable approximate ...