Newton's Method for Large Bound-Constrained Optimization Problems
From MaRDI portal
Publication:4702324
DOI10.1137/S1052623498345075zbMath0957.65064OpenAlexW1979382551MaRDI QIDQ4702324
Publication date: 24 November 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623498345075
algorithmconvergenceNewton's methodnumerical examplestrust region methodlarge-scale problemsprojected gradientsbound-constrained optimization
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
Related Items (99)
Local convergence analysis of an inexact trust-region method for nonsmooth optimization ⋮ A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization ⋮ A matrix-free trust-region Newton algorithm for convex-constrained optimization ⋮ Some recent advances in projection-type methods for variational inequalities ⋮ A two-stage active-set algorithm for bound-constrained optimization ⋮ A limited memory quasi-Newton trust-region method for box constrained optimization ⋮ A primal-dual algorithm for risk minimization ⋮ Interior-point solver for large-scale quadratic programming problems with bound constraints ⋮ Superlinearly convergent trust-region method without the assumption of positive-definite Hessian ⋮ A convergent decomposition method for box-constrained optimization problems ⋮ A convergent least-squares regularized blind deconvolution approach ⋮ An active set quasi-Newton method with projection step for monotone nonlinear equations ⋮ Modulus Methods for Nonnegatively Constrained Image Restoration ⋮ An active set truncated Newton method for large-scale bound constrained optimization ⋮ Least squares problems with inequality constraints as quadratic constraints ⋮ An interior-point affine-scaling trust-region method for semismooth equations with box constraints ⋮ Radius Margin Bounds for Support Vector Machines with the RBF Kernel ⋮ On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints ⋮ An active set algorithm for nonlinear optimization with polyhedral constraints ⋮ On the convergence rate of scaled gradient projection method ⋮ Optimal weed population control using nonlinear programming ⋮ A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ Solving the maximum clique problem with symmetric rank-one non-negative matrix approximation ⋮ Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm ⋮ An optimal subgradient algorithm for large-scale bound-constrained convex optimization ⋮ An active set feasible method for large-scale minimization problems with bound constraints ⋮ A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization ⋮ An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization ⋮ A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions ⋮ Inexact successive quadratic approximation for regularized optimization ⋮ PAL-Hom method for QP and an application to LP ⋮ An active set modified Polak-Ribiére-Polyak method for large-scale nonlinear bound constrained optimization ⋮ A novel projected gradient-like method for optimization problems with simple constraints ⋮ A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory ⋮ A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints ⋮ A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems ⋮ Unnamed Item ⋮ A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ An active-set projected trust region algorithm for box constrained optimization problems ⋮ Modified active set projected spectral gradient method for bound constrained optimization ⋮ An active set limited memory BFGS algorithm for bound constrained optimization ⋮ Large-Scale Linear RankSVM ⋮ Scaled projected-directions methods with application to transmission tomography ⋮ An adaptive nonmonotone trust region algorithm ⋮ An accurate active set conjugate gradient algorithm with project search for bound constrained optimization ⋮ Improving ultimate convergence of an augmented Lagrangian method ⋮ Harmonic hexahedral structured grid generation ⋮ An active set limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing ⋮ Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization ⋮ Image processing using Newton-based algorithm of nonnegative matrix factorization ⋮ Non-negative moment fitting quadrature rules for fictitious domain methods ⋮ Optimization Methods for Large-Scale Machine Learning ⋮ A framework for the upscaling of the electrical conductivity in the quasi-static Maxwell's equations ⋮ Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ Globally convergent DC trust-region methods ⋮ Sensitivity analysis of the strain criterion for multidimensional scaling ⋮ A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors ⋮ Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems ⋮ A hybrid algorithm for solving minimization problem over (R,S)-symmetric matrices with the matrix inequality constraint ⋮ Unnamed Item ⋮ An accurate active set Newton algorithm for large scale bound constrained optimization. ⋮ An alternating projected gradient algorithm for nonnegative matrix factorization ⋮ Alternative gradient algorithms with applications to nonnegative matrix factorizations ⋮ An active set quasi-Newton method with projected search for bound constrained minimization ⋮ A proximal subgradient projection algorithm for linearly constrained strictly convex problems ⋮ Sample size selection in optimization methods for machine learning ⋮ A filter-trust-region method for simple-bound constrained optimization ⋮ Mesh shape-quality optimization using the inverse mean-ratio metric ⋮ Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints ⋮ Projected Gradient Methods for Nonnegative Matrix Factorization ⋮ Nonlinear optimization and support vector machines ⋮ Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization ⋮ Nonlinear optimization and support vector machines ⋮ iNEOS: An interactive environment for nonlinear optimization ⋮ An algorithm for the fast solution of symmetric linear complementarity problems ⋮ Adaptive discrete harmonic grid generation ⋮ A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization ⋮ Modular proximal optimization for multidimensional total-variation regularization ⋮ Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization ⋮ Local convergence analysis of projection-type algorithms: unified approach ⋮ TRON ⋮ Unnamed Item ⋮ Truncated trust region method for nonlinear inverse problems and application in full-waveform inversion ⋮ Variational inequality approach to enforcing the non-negative constraint for advection-diffusion equations ⋮ Numerical optimization for constrained image registration ⋮ An active-set trust-region method for derivative-free nonlinear bound-constrained optimization ⋮ Simultaneous Sensing Error Recovery and Tomographic Inversion Using an Optimization-Based Approach ⋮ The Conjugate Residual Method in Linesearch and Trust-Region Methods ⋮ Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation ⋮ A sparse counterpart of Reichel and Gragg's package QRUP ⋮ AN ADAPTIVE GRADIENT ALGORITHM FOR LARGE-SCALE NONLINEAR BOUND CONSTRAINED OPTIMIZATION ⋮ Unnamed Item ⋮ A survey of truncated-Newton methods ⋮ A trust region method based on a new affine scaling technique for simple bounded optimization ⋮ A non-monotonic method for large-scale non-negative least squares ⋮ An affine scaling trust-region approach to bound-constrained nonlinear systems ⋮ A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems ⋮ A reduced proximal-point homotopy method for large-scale non-convex BQP
Uses Software
This page was built for publication: Newton's Method for Large Bound-Constrained Optimization Problems