Nonlinear programming: theory, algorithms, and applications
Nonlinear programming: theory, algorithms, and applications
More test examples for nonlinear programming codes
More test examples for nonlinear programming codes
Interior path following primal-dual algorithms. Part I: Linear programming
Mathematical Programming: Series A and B
Interior path following primal-dual algorithms. Part II: Convex quadratic programming
Mathematical Programming: Series A and B
Hybrid systems: chattering approximation to relaxed controls
Proceedings of the DIMACS/SYCON workshop on Hybrid systems III : verification and control: verification and control
Numerical methods for ordinary differential equations in the 20th century
Journal of Computational and Applied Mathematics - Special issue on numerical anaylsis 2000 Vol. VI: Ordinary differential equations and integral equations
Computational Differential Equations
Computational Differential Equations
Linear Optimal Control Systems
Linear Optimal Control Systems
Interior Methods for Nonlinear Optimization
SIAM Review
Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)
The interacting-particle algorithm with dynamic heating and cooling
Journal of Global Optimization
On sample size control in sample average approximations for solving smooth stochastic programs
Computational Optimization and Applications
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Optimization algorithms usually rely on the setting of parameters, such as barrier coefficients. We have developed a generic meta-control procedure to optimize the behavior of given iterative optimization algorithms. In this procedure, an optimal continuous control problem is defined to compute the parameters of an iterative algorithm as control variables to achieve a desired behavior of the algorithm (e.g., convergence time, memory resources, and quality of solution). The procedure is illustrated with an interior point algorithm to control barrier coefficients for constrained nonlinear optimization. Three numerical examples are included to demonstrate the enhanced performance of this method.