8 citations · 17 across the 10 of their papers we have counts for
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Non-uniform Grid Refinement for the Combinatorial Integral Approximation
Felix Bestehorn, Christoph Hansknecht, Christian Kirches +1
The combinatorial integral approximation (CIA) is a solution technique for integer optimal control problems. In order to regularize the solutions produced by CIA, one can minimize…
Convergence of Successive Linear Programming Algorithms for Noisy Functions
Christoph Hansknecht, Christian Kirches, Paul Manns
Gradient-based methods have been highly successful for solving a variety of both unconstrained and constrained nonlinear optimization problems. In real-world applications, such as…
On Convergence of Binary Trust-Region Steepest Descent
Paul Manns, Mirko Hahn, Christian Kirches +2
Binary trust-region steepest descent (BTR) and combinatorial integral approximation (CIA) are two recently investigated approaches for the solution of optimization problems with di…
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints
Christian Kirches, Jeffrey Larson, Sven Leyffer +1
We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a li…
Relations between Abs-Normal NLPs and MPCCs. Part 1: Strong Constraint Qualifications
Lisa C. Hegerhorst-Schultchen, Christian Kirches, Marc C. Steinbach
This work is part of an ongoing effort of comparing non-smooth optimization problems in abs-normal form to MPCCs. We study the general abs-normal NLP with equality and inequality c…
Relations between Abs-Normal NLPs and MPCCs. Part 2: Weak Constraint Qualifications
Lisa C. Hegerhorst-Schultchen, Christian Kirches, Marc C. Steinbach
This work continues an ongoing effort to compare non-smooth optimization problems in abs-normal form to Mathematical Programs with Complementarity Constraints (MPCCs). We study gen…
trlib: A vector-free implementation of the GLTR method for iterative solution of the trust region problem
Felix Lenders, Christian Kirches, Andreas Potschka
We describe trlib, a library that implements a variant of Gould's Generalized Lanczos method (Gould et al. in SIAM J. Opt. 9(2), 504-525, 1999) for solving the trust region problem…