• trust

  • Referenced in 14 articles [sw11636]
  • package trust: Trust Region Optimization. local optimization using two derivatives and trust regions...
  • OPT++

  • Referenced in 20 articles [sw05203]
  • direct search, generating set search, a trust region - parallel direct search hybrid, and a wrapper...
  • Boosters

  • Referenced in 12 articles [sw20609]
  • available. We present here a trust-region algorithm based on Radial Basis Functions (RBFs ... RBFs to build the trust-region models and our management of the interpolation points based...
  • Filtrane

  • Referenced in 17 articles [sw05177]
  • FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear...
  • ASTRO-DF

  • Referenced in 11 articles [sw26833]
  • class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization. We consider unconstrained ... class of derivative-free trust-region algorithms, where a stochastic local model is constructed, optimized...
  • CoDoSol

  • Referenced in 10 articles [sw06965]
  • context, we consider an affine-scaling trust region approach that allows a great flexibility ... scalings in both spherical and elliptical trust region frameworks. We give a brief account...
  • OPTIMA

  • Referenced in 13 articles [sw25286]
  • search techniques, the steepest descend approach, trust region methods as well as Newton and quasi...
  • MSS

  • Referenced in 6 articles [sw08530]
  • MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization. A MATLAB implementation ... matrix subject to a two-norm trust-region constraint. This solver is an adaptation ... using the MSS method as a trust-region subproblem solver can require significantly fewer function ... gradient evaluations needed by a trust-region method as compared with the Steihaug-Toint method...
  • LCOBYQA

  • Referenced in 9 articles [sw10964]
  • model is then minimized by a trust-region subproblem using the conjugate gradient method...
  • trustOptim

  • Referenced in 5 articles [sw23055]
  • package trustOptim: Trust Region Optimization for Nonlinear Functions with Sparse Hessians. Trust region algorithm...
  • CONORBIT

  • Referenced in 3 articles [sw20608]
  • radial basis function interpolation in trust regions. This paper presents CONORBIT (CONstrained Optimization by Radial ... Basis function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization ... computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function ... radial basis function interpolation in trust-regions}, SIAM J. Sci. Comput...
  • trlib

  • Referenced in 3 articles [sw17722]
  • method for iterative solution of the trust region problem. We describe trlib, a library that ... solving the trust region problem. Our implementation has several distinct features that set it apart ... problems. The hard case of the trust region problem frequently arises in sequential methods ... family of PDE-constrained control trust region problems adapted from the OPTPDE collection...
  • NOX

  • Referenced in 5 articles [sw12985]
  • methods such as line search and trust region methods. NOX is designed to work with...
  • dqed

  • Referenced in 3 articles [sw05224]
  • unknowns. The algorithm uses a trust-region defined by a box containing the current values ... best values exists in the trust-region. There is logic provided to retreat...
  • LSA

  • Referenced in 4 articles [sw22887]
  • values, is based on the primal trust-region interior-point method. Subroutines PEQN and PEQL...
  • DFO-TRNS

  • Referenced in 3 articles [sw36995]
  • Free Library - DFO-TRNS: derivative-free trust-region algorithm for the unconstrained optimization of nonsmooth...
  • PADMOS

  • Referenced in 3 articles [sw13393]
  • Newton’s method. PADMOS itself uses trust region approaches including directions of negative curvature. Nonlinear...
  • NOWPAC

  • Referenced in 3 articles [sw08491]
  • free optimization. The algorithm uses a trust region framework based on p-reduced fully linear...
  • GenRTR

  • Referenced in 1 article [sw14488]
  • GenRTR: the Generic Riemannian Trust-region package. GenRTR is the Generic Riemannian Trust-Region package ... manifolds. GenRTR currently provides two Riemannian trust-region methods: the Riemannian Trust-Region (RTR) method ... Implicit Riemannian Trust-Region (IRTR) method. While the current emphasis concerns trust-region methods...