An iteration of the sequential quadratically constrained quadratic programming method (SQCQP) consists of minimizing a quadratic approximation of the objective function subject to quadratic ...

Abstract: Most real-world search and optimization problems involve multiple conflicting objectives and results in a Pareto-optimal set. Various multi-objective optimization algorithms have been ...

Abstract: The promise of model-predictive control in robotics has led to extensive development of efficient numerical optimal control solvers in line with differential dynamic programming because it ...

You can create a release to package software, along with release notes and links to binary files, for other people to use. Learn more about releases in our docs.

We consider the optimal scheduling of hydropower plants in a hydrothermal interconnected system. This problem, of outmost importance for large-scale power systems with a high proportion of hydraulic ...

The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...