We propose an interior-point algorithm based on an elastic formulation of the \(\ell_1\)-penalty merit function for mathematical programs with complementar...

Interior-point methods in augmented form for linear and convex quadratic programming require the solution of a sequence of symmetric indefinite linear ...

Parameterizing source code for architecture-bound optimization is a common approach to high-performance programming but one that makes the programmer's task ...

We propose a modified primal-dual interior-point method for nonlinear programming that relaxes the requirement of closely following the central path and lend...

In the context of algorithmic parameter optimization, there is much room for efficient usage of computational resources. We consider the OPAL framework in wh...

A mixed interior/exterior-point method for nonlinear programming is described, that handles constraints by way of an <i>l</i>₁-penalty function. A...

We introduce the OPAL framework in which the identification of good algorithmic parameters is interpreted as a black box optimization problem whose variables...

This intentionally short tutorial is an introduction to the main features of AMPL that are relevant to nonlinear optimization model authoring. Pointers are g...

The Improved Primal Simplex algorithm IPS [8] is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to ac...

We present a procedure for self calibration of a pinhole camera subject to radial distortion. Radial distortion parameters are estimated using a nonlinear le...

We propose a class of projected Krylov methods for the solution of unsymmetric augmented systems of equations such as those arising from the finite-element f...

We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ig...

In this paper, we examine sets of tools associated to modeling systems for mathematical programming which can be used to automatically detect the presence ...

We recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in ...

Optimization problems modeled in the AMPL modeling language [Fourer, Gay and Kernighan (2002)] may be examined by a set of tools found in the AMPL Library [...

We propose a unified framework for the update of the barrier parameter in interiorpoint methods for nonlinear programming. The original primal-dual system i...

The objectives of this paper are twofold; we first demonstrate the flexibility of the mesh adaptive direct search (MADS) in identifying locally optimal algo...

In this paper, we examine the sensitivity of trust-region algorithms on the param- eters related to the step acceptance and update of the trust region. We s...

Recent developments in numerical methods for solving large differentiable nonlinear optimization problems are reviewed. State-of-the-art algorithms for solv...