We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reach...
Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidan...
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed...
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...