• # KELLEY

• Referenced in 600 articles [sw04829]
• parameter identification problem and a discretized optimal control problem, both of which are used ... first part. Chapter 2 studies the local convergence of Newton’s method, inexact Newton methods ... solution of nonlinear least squares problems. Both, overdetermined and underdetermined nonlinear least squares problems ... globalize convergence, i.e., remove the restriction that the starting point of the optimization iteration...
• # MultiMin

• Referenced in 68 articles [sw07546]
• constrained mixed-integer global optimization problems. It tries to find all local minima ... multi-start method using a suitable nonlinear programming subsolver...
• # MathOptimizer

• Referenced in 14 articles [sw06911]
• MathOptimizer Professional 3 Advanced Global and Local Nonlinear Optimization Using the External LGO Solver Suite ... Mathematica with the established LGO (Lipschitz Global Optimizer) solver suite, offering sophisticated application development tools...
• # NLopt

• Referenced in 86 articles [sw11789]
• nonlinear optimization, providing a common interface for a number of different free optimization routines available ... thousands of constraints). Both global and local optimization algorithms. Algorithms using function values only (derivative ... gradients. Algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality/equality constraints. Free/open-source software...
• # Numerica

• Referenced in 46 articles [sw21227]
• modeling language for global optimization that makes it possible to state nonlinear problems ... traditional numerical methods such as interval and local methods, and constraint satisfaction techniques.This comprehensive presentation...
• # RealPaver

• Referenced in 50 articles [sw04401]
• allows modeling and solving nonlinear and nonconvex constraint satisfaction and optimization problems over the real ... able to enclose the global optimum of an optimization problem with certainty. Solving methods: Realpaver ... interval fixed-point operators, constraint propagation and local consistency techniques, local optimization using descent methods...
• # TRICE

• Referenced in 46 articles [sw05197]
• analyzed. Such nonlinear programs arise, e.g., from the discretization of optimal control problems. The algorithms ... suited for large scale problems arising from optimal control problems governed by partial differential equations.par ... conditions. The local rate of convergence to a nondegenerate strict local minimizer is $q$-quadratic ... solution of an optimal control problem governed by a nonlinear heat equation are reported...
• # PSOPT

• Referenced in 8 articles [sw20700]
• methods solve optimal control problems by approximating the time-dependent variables using global polynomials, such ... Chebyshev functions. Local discretization methods approximate the time dependent functions using local splines ... implicit Runge-Kutta integrators. With both global and local methods, differential equations, continuous constraints ... nodes. Sparse nonlinear programming is then used to find local optimal solutions. PSOPT is able...
• # GLOPT

• Referenced in 19 articles [sw00359]
• local minimizers that are nearly global, we thus find a good approximation to the global ... block separable structure of the optimization problem. \parIn this paper we discuss a new reduction ... ways for generating feasible points of constrained nonlinear programs. These are implemented as the first...
• # Poblano

• Referenced in 9 articles [sw04186]
• large-scale algorithms for unconstrained nonlinear optimization problems. The algorithms in Poblano require only first ... social network analysis, chemometrics, etc.). Poblano optimizers find local minimizers of scalar-valued objective functions ... function is required for all Poblano optimizers. The optimizers converge to a stationary point where ... global convergence of the Poblano optimizers. The optimization methods in Poblano include several nonlinear conjugate...
• # SO-I

• Referenced in 9 articles [sw10100]
• model algorithm for expensive nonlinear integer programming problems including global optimization applications. This paper presents ... algorithm SO-I for solving purely integer optimization problems that have computationally expensive black ... solving global optimization problems, meaning that the relaxed optimization problems have many local optima. However...
• # NewtonKKTqp

• Referenced in 9 articles [sw04820]
• algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems ... first-order KKT conditions of optimality or a perturbed version of these conditions. Our algorithms ... algorithm ( `a la Dikin) [J. of Global Optimization ... rather than to the prescribed value. Global and local quadratic convergence are proved under nondegeneracy...
• # Isomap

• Referenced in 11 articles [sw31686]
• uses easily measured local metric information to learn the underlying global geometry of a data ... approach is capable of discovering the nonlinear degrees of freedom that underlie complex natural observations ... previous algorithms for nonlinear dimensionality reduction, ours efficiently computes a globally optimal solution...
• # blockSQP

• Referenced in 3 articles [sw31780]
• programming method for finding local solutions of nonlinear, nonconvex optimization problems. It is particularly suited ... arising from direct multiple shooting parameterizations of optimal control or optimum experimental design problems. blockSQP ... combination of SR1 and BFGS updates. Global convergence is promoted by the filter line search...
• # bilevel

• Referenced in 2 articles [sw25305]
• shelf nonlinear solver to find a local optimal solution. Local optimal information is then used ... Fortuny-Amat reformulation of the MPCC to global optimality using off-the-shelf mixed-integer...
• # MAiNGO

• Referenced in 3 articles [sw27878]
• mixed integer Nonlinear Global Optimization. MAiNGO is a deterministic global optimization software for solving mixed ... serve as a framework for simulation and local optimization. Main algo-rithmic features of MAiNGO...
• # MUSCOP

• Referenced in 6 articles [sw06143]
• equations (PDEs). The proposed method features asymptotically optimal scale-up of the numerical effort with ... LISA) within a Newton-type iteration with globalization on the basis of natural level functions ... method for inequality constrained problems and provide local convergence theory. In addition we develop ... reduction of 68% in runtime for a nonlinear benchmark problem compared...
• # OQNLP

• Referenced in 2 articles [sw07548]
• NLPs) and mixed-integer nonlinear programs (MINLPs), in cooperation with Optimal Methods, Inc. The multistart ... feasible solutions as well as the optimal point. The starting points are calculated from scatter ... options guarantee that a global optimum is obtained, however the likelihood is high. The OQNLP ... OQNLP for smooth problems is that good local solutions are easily obtained, and that integer...
• # glcCluster

• Referenced in 1 article [sw07545]
• combining the DIRECT global optimization algorithm, a clustering algorithm and local search. glcCluster is using ... algorithms: glcDirect (default), glcFast or glcSolve, for global search (Step 1). Step ... used as an initial point for a local search (Step 3). The 4th step ... DIRECT algorithm improves the best point, a local search is finally made as Step...