- Referenced in 611 articles
- inexact Newton methods, and the Gauss-Newton method for the solution of nonlinear least squares ... devoted to line-search and trust-region methods, which are used to globalize convergence...
- Referenced in 57 articles
- based on the affine scaling trust-region method STRN, recently proposed by the authors...
- Referenced in 67 articles
- Solving the trust-region subproblem using the Lanczos method. The approximate minimization of a quadratic ... ellipsoidal trust region is an important subproblem for many nonlinear programming methods. When the number ... convergence or until it reaches the trust-region boundary. We investigate ways of continuing ... observe that the trust-region problem within the currently generated Krylov subspace has a very...
- Referenced in 34 articles
- then apply second-order Riemannian trust-region methods (RTRMC 2) and Riemannian conjugate gradient methods...
- Referenced in 30 articles
- scale trust-region subproblems and regularization A MATLAB 6.0 implementation of the LSTRS method ... constraint. The method is based on a reformulation of the trust-region subproblem ... preserves the matrix-free nature of the method. A description of the LSTRS method...
- Referenced in 46 articles
- nonlinear programming problems A family of trust-region interior-point sequential quadratic programming (SQP) algorithms ... bound constraints by using an affine scaling method proposed, for a different class of problems ... they exploit trust-region techniques for equality-constrained optimization. Thus, they allow the computation ... steps using a variety of methods, including many iterative techniques.par Global convergence of these algorithms...
- Referenced in 6 articles
- MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization. A MATLAB implementation ... trust-region constraint. This solver is an adaptation of the Moré-Sorensen direct method into ... suggest that using the MSS method as a trust-region subproblem solver can require significantly ... gradient evaluations needed by a trust-region method as compared with the Steihaug-Toint method...
- Referenced in 15 articles
- Matlab implementation of a trust-region Gauss-Newton method for bound-constrained nonlinear least-squares...
- Referenced in 68 articles
- globalize the primal-dual interior-point method for nonlinear optimization, avoiding the use of merit ... whose sizes are controlled by a trust-region type parameter. Each entry in the filter...
- Referenced in 1 article
- manifolds. GenRTR currently provides two Riemannian trust-region methods: the Riemannian Trust-Region (RTR) method ... method. While the current emphasis concerns trust-region methods, the framework is suitable...
- Referenced in 9 articles
- minimized by a trust-region subproblem using the conjugate gradient method for a new iterate...
- Referenced in 11 articles
- functions. Derivative-free optimization (DFO) involves the methods used to minimize an expensive objective function ... 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 ... fundamental polynomials. Moreover the complexity of our method is very attractive. We have tested...
- Referenced in 4 articles
- primal line-search interior-point method. Subroutine PSUM, intended for minimization ... based on the primal trust-region interior-point method. Subroutines PEQN and PEQL, intended...
- Referenced in 35 articles
- optimization of computationally expensive functions. A trust-region framework using interpolating Radial Basis Function ... conditional positive definiteness yields a natural method for adding additional points. We present numerical results...
- Referenced in 8 articles
- class of derivative-free trust-region algorithms, where a stochastic local model is constructed, optimized ... further investigation and will benefit from the methods of proof presented here. We speculate that...
- Referenced in 3 articles
- radial basis function interpolation in trust-regions}, SIAM J. Sci. Comput ... Powell 1994), a sequential penalty derivative-free method, an augmented Lagrangian method, a direct search...
- Referenced in 244 articles
- ADOL-C: Automatic Differentiation of C/C++. We present...
- Referenced in 200 articles
- CSDP, A C Library for Semidefinite Programming. This...
- Referenced in 43 articles
- eigifp is a MATLAB program for computing a...
- Referenced in 274 articles
- HSL (formerly the Harwell Subroutine Library) is a...