4 papers
Towards Real Time Control of Water Engineering with Nonlinear Hyperbolic Partial Differential Equations
Fabio DiFonzo, Michael Holst, Morteza Kimiaei +2
This paper examines aspirational requirements for software addressing mixed-integer optimization problems constrained by the nonlinear Shallow Water partial differential equations…
A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems
Songqiang Qiu, Vyacheslav Kungurtsev
In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic…
Solving Mathematical Programs with Equilibrium Constraints as Nonlinear Programming: A New Framework
Songqiang Qiu, Zhongwen Chen
We present a new framework for the solution of mathematical programs with equilibrium constraints (MPECs). In this algorithmic framework, an MPECs is viewed as a concentration of a…
An interior point method for nonlinear optimization with a quasi-tangential subproblem
Songqiang Qiu, Zhongwen Chen
In this paper, we proposed an interior point method for constrained optimization, which is characterized by the using of quasi-tangential subproblem. This algorithm follows the mai…