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A path following algorithm for infinite quadratic programming on a Hilbert space
1. | Department of Electrical & Electronic Engineering, University of Melbourne, Parkville Victoria 3052, Australia |
2. | Department of Systems Engineering, Australian National University, Canberra A.C.T. 0200, Australia |
[1] |
Songqiang Qiu, Zhongwen Chen. An adaptively regularized sequential quadratic programming method for equality constrained optimization. Journal of Industrial and Management Optimization, 2020, 16 (6) : 2675-2701. doi: 10.3934/jimo.2019075 |
[2] |
Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev. Linear programming solutions of periodic optimization problems: approximation of the optimal control. Journal of Industrial and Management Optimization, 2007, 3 (2) : 399-413. doi: 10.3934/jimo.2007.3.399 |
[3] |
Liming Sun, Li-Zhi Liao. An interior point continuous path-following trajectory for linear programming. Journal of Industrial and Management Optimization, 2019, 15 (4) : 1517-1534. doi: 10.3934/jimo.2018107 |
[4] |
Xiaojin Zheng, Zhongyi Jiang. Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming. Journal of Industrial and Management Optimization, 2021, 17 (5) : 2331-2343. doi: 10.3934/jimo.2020071 |
[5] |
Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman. Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time. Discrete and Continuous Dynamical Systems - B, 2019, 24 (4) : 1743-1767. doi: 10.3934/dcdsb.2018235 |
[6] |
Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman. Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time. Discrete and Continuous Dynamical Systems - B, 2017, 22 (10) : 3821-3838. doi: 10.3934/dcdsb.2017192 |
[7] |
Ardeshir Ahmadi, Hamed Davari-Ardakani. A multistage stochastic programming framework for cardinality constrained portfolio optimization. Numerical Algebra, Control and Optimization, 2017, 7 (3) : 359-377. doi: 10.3934/naco.2017023 |
[8] |
Rein Luus. Optimal control of oscillatory systems by iterative dynamic programming. Journal of Industrial and Management Optimization, 2008, 4 (1) : 1-15. doi: 10.3934/jimo.2008.4.1 |
[9] |
Paul B. Hermanns, Nguyen Van Thoai. Global optimization algorithm for solving bilevel programming problems with quadratic lower levels. Journal of Industrial and Management Optimization, 2010, 6 (1) : 177-196. doi: 10.3934/jimo.2010.6.177 |
[10] |
Soodabeh Asadi, Hossein Mansouri. A Mehrotra type predictor-corrector interior-point algorithm for linear programming. Numerical Algebra, Control and Optimization, 2019, 9 (2) : 147-156. doi: 10.3934/naco.2019011 |
[11] |
Yanqin Bai, Pengfei Ma, Jing Zhang. A polynomial-time interior-point method for circular cone programming based on kernel functions. Journal of Industrial and Management Optimization, 2016, 12 (2) : 739-756. doi: 10.3934/jimo.2016.12.739 |
[12] |
Ziye Shi, Qingwei Jin. Second order optimality conditions and reformulations for nonconvex quadratically constrained quadratic programming problems. Journal of Industrial and Management Optimization, 2014, 10 (3) : 871-882. doi: 10.3934/jimo.2014.10.871 |
[13] |
Boshi Tian, Xiaoqi Yang, Kaiwen Meng. An interior-point $l_{\frac{1}{2}}$-penalty method for inequality constrained nonlinear optimization. Journal of Industrial and Management Optimization, 2016, 12 (3) : 949-973. doi: 10.3934/jimo.2016.12.949 |
[14] |
Yanqin Bai, Xuerui Gao, Guoqiang Wang. Primal-dual interior-point algorithms for convex quadratic circular cone optimization. Numerical Algebra, Control and Optimization, 2015, 5 (2) : 211-231. doi: 10.3934/naco.2015.5.211 |
[15] |
Yanqin Bai, Lipu Zhang. A full-Newton step interior-point algorithm for symmetric cone convex quadratic optimization. Journal of Industrial and Management Optimization, 2011, 7 (4) : 891-906. doi: 10.3934/jimo.2011.7.891 |
[16] |
Silvia Faggian. Boundary control problems with convex cost and dynamic programming in infinite dimension part II: Existence for HJB. Discrete and Continuous Dynamical Systems, 2005, 12 (2) : 323-346. doi: 10.3934/dcds.2005.12.323 |
[17] |
Yongjian Yang, Zhiyou Wu, Fusheng Bai. A filled function method for constrained nonlinear integer programming. Journal of Industrial and Management Optimization, 2008, 4 (2) : 353-362. doi: 10.3934/jimo.2008.4.353 |
[18] |
Andrzej Nowakowski, Jan Sokolowski. On dual dynamic programming in shape control. Communications on Pure and Applied Analysis, 2012, 11 (6) : 2473-2485. doi: 10.3934/cpaa.2012.11.2473 |
[19] |
Yanqun Liu, Ming-Fang Ding. A ladder method for linear semi-infinite programming. Journal of Industrial and Management Optimization, 2014, 10 (2) : 397-412. doi: 10.3934/jimo.2014.10.397 |
[20] |
Gang Li, Yinghong Xu, Zhenhua Qin. Optimality conditions for composite DC infinite programming problems. Journal of Industrial and Management Optimization, 2022 doi: 10.3934/jimo.2022064 |
2021 Impact Factor: 1.588
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