• fminsearch

  • Referenced in 271 articles [sw07467]
  • Convergence properties of the Nelder--Mead simplex method in low dimensions The Nelder--Mead simplex ... enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially...
  • SDPT3

  • Referenced in 697 articles [sw04009]
  • path-following method, with either the HKM or the NT search direction. The basic code ... semidefinite cones are calculated via the Lanczos method. Numerical experiments show that this general purpose...
  • KELLEY

  • Referenced in 631 articles [sw04829]
  • devoted to line-search and trust-region methods, which are used to globalize convergence ... close to a solution. par The BFGS method is studied in chapter 4. A local ... methods are sketched. The last chapter of the first part, chapter 5, studies projection methods ... function. Direct search algorithms, including the Nelder-Mead, multidirectional search, and the Hooke-Jeves algorithms...
  • tn

  • Referenced in 140 articles [sw05140]
  • exploited to define a modified Newton method which can be applied to problems that ... iterations to compute the search direction, where n denotes the number of variables ... Newton method is to terminate the iterations earlier. A preconditioned truncated Newton method is described ... search direction which interpolates between the direction defined by a nonlinear conjugate-gradient-type method...
  • testmatrix

  • Referenced in 81 articles [sw14347]
  • optimization routines implement the alternating directions method, the multidirectional search method and the Nelder--Mead...
  • COBYLA2

  • Referenced in 42 articles [sw05136]
  • variables (some hundred at most). An SLP method with estimation of gradients by linear interpolation ... only. M. Powell’s paper on Direct Search Methods...
  • TRON

  • Referenced in 113 articles [sw04714]
  • method with an incomplete Cholesky factorization to generate a direction, and a projected search...
  • NLPQL

  • Referenced in 133 articles [sw08457]
  • FORTRAN implementation of a sequential quadratic programming method for solving nonlinearly constrained optimization problems with ... constraint functions. At each iteration, the search direction is the solution of a quadratic programming...
  • OPT++

  • Referenced in 20 articles [sw05203]
  • methods, a nonlinear interior-point method, parallel direct search, generating set search, a trust region ... parallel direct search hybrid, and a wrapper to NPSOL. Between these methods, a wide range...
  • CONOPT

  • Referenced in 169 articles [sw02791]
  • algorithm with the popular methods based on sequential linearized subproblems forms the basis for discussions ... code: basis factorizations, search directions, line-searches, and Newton iterations. The paper contains performance statistics...
  • simannf90

  • Referenced in 119 articles [sw05059]
  • iterative random search procedure with adaptive moves along the coordinate directions. It permits uphill moves ... method proved to be more reliable than the others (the Nelder-Mead method ... adaptive random search method of the reviewer), being always able to find the optimum...
  • QSDP

  • Referenced in 46 articles [sw04726]
  • predictor-corrector path-following method using the Nesterov-Todd search direction. The basic code...
  • QPOPT

  • Referenced in 17 articles [sw07859]
  • dead-point. A two-phase active-set method is used. The first phase minimizes ... reduced Hessian to obtain search directions. The method is most efficient when many constraints...
  • OPTIMA

  • Referenced in 14 articles [sw25286]
  • nonlinear optimization. The presented methods include direct search techniques, the steepest descend approach, trust region...
  • Nek5000

  • Referenced in 139 articles [sw08064]
  • considers the linearised Navier--Stokes equations and searches for growing small disturbances, i.e. so-called ... associated to the eigenmodes of the direct and adjoint linearised Navier--Stokes operators ... direct and adjoint eigenmodes. The large eigenvalue problems are solved using matrix-free methods adopting...
  • CONORBIT

  • Referenced in 3 articles [sw20608]
  • method, an augmented Lagrangian method, a direct search method, and another RBF-based algorithm...
  • GOP

  • Referenced in 6 articles [sw17432]
  • Genetic Algorithm, Differential Evolution and Controlled Random Search. We validate our methodology by considering ... with two additional global optimization methods (Direct Tabu Search and Continuous Greedy Randomized Adaptive Search ... algorithms more efficient than the other optimization methods studied here. A Matlab optimization package called...
  • PDNET

  • Referenced in 40 articles [sw04752]
  • primal-infeasible dual-feasible network interior point method The authors introduce the truncated primal-infeasible ... linear system that determines the search direction is computed inexactly, and the norm ... implementation, a preconditioned conjugate gradient method is used as the iterative solver. The details...
  • DirectLiNGAM

  • Referenced in 21 articles [sw15504]
  • DirectLiNGAM: A Direct Method for Learning a Linear Non-Gaussian Structural Equation Model. Structural equation ... with conventional methods. However, existing estimation methods are based on iterative search algorithms ... this paper, we propose a new direct method to estimate a causal ordering and connection...