Developments of NEWUOA for minimization without derivatives
From MaRDI portal
Publication:3543414
DOI10.1093/imanum/drm047zbMath1154.65049OpenAlexW2041461390MaRDI QIDQ3543414
Publication date: 2 December 2008
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drm047
unconstrained optimizationnumerical experimentsconjugate gradient methodtrust region methodNEWUOA software
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Packaged methods for numerical algorithms (65Y15)
Related Items (39)
Full-low evaluation methods for derivative-free optimization ⋮ Enhancing quantum efficiency of thin-film silicon solar cells by Pareto optimality ⋮ Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models ⋮ Efficient unconstrained black box optimization ⋮ A trust-region derivative-free algorithm for constrained optimization ⋮ Derivative-free optimization: a review of algorithms and comparison of software implementations ⋮ The t linear mixed model: model formulation, identifiability and estimation ⋮ Compositions of convex functions and fully linear models ⋮ Robust estimation of parameters in nonlinear ordinary differential equation models ⋮ Sobolev seminorm of quadratic functions with applications to derivative-free optimization ⋮ A derivative-free algorithm for linearly constrained optimization problems ⋮ A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients ⋮ On the construction of quadratic models for derivative-free trust-region algorithms ⋮ A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process ⋮ A variable projection method for the general radial basis function neural network ⋮ Global convergence of trust-region algorithms for convex constrained minimization without derivatives ⋮ Strategic reasoning in \(p\)-beauty contests ⋮ A derivative-free 𝒱𝒰-algorithm for convex finite-max problems ⋮ GPU parameter tuning for tall and skinny dense linear least squares problems ⋮ On the local convergence of a derivative-free algorithm for least-squares minimization ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\) ⋮ Black-Box Optimization: Methods and Applications ⋮ Large-scale history matching with quadratic interpolation models ⋮ Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization ⋮ Incorporating minimum Frobenius norm models in direct search ⋮ Derivative-free restrictively preconditioned conjugate gradient path method without line search technique for solving linear equality constrained optimization ⋮ On the beliefs off the path: equilibrium refinement due to quantal response and level-\(k\) ⋮ On the use of polynomial models in multiobjective directional direct search ⋮ Distributed Gauss-Newton optimization method for history matching problems with multiple best matches ⋮ A sequential quadratic programming algorithm for equality-constrained optimization without derivatives ⋮ Numerical discretization-based kernel type estimation methods for ordinary differential equation models ⋮ A globally convergent trust-region algorithm for unconstrained derivative-free optimization ⋮ An active-set trust-region method for derivative-free nonlinear bound-constrained optimization ⋮ Derivative-free optimization methods ⋮ A Derivative-Free Method for Structured Optimization Problems ⋮ A derivative-free trust-funnel method for equality-constrained nonlinear optimization ⋮ On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization ⋮ Recent advances in trust region algorithms
Uses Software
This page was built for publication: Developments of NEWUOA for minimization without derivatives
