CUTEst

From MaRDI portal
Revision as of 20:22, 5 March 2024 by Import240305080343 (talk | contribs) (Created automatically from import240305080343)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Software:23829



swMATH11893MaRDI QIDQ23829


No author found.





Related Items (only showing first 100 items - show all)

A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimizationOn the numerical performance of finite-difference-based methods for derivative-free optimizationFull-low evaluation methods for derivative-free optimizationAn inexact first-order method for constrained nonlinear optimizationOn the complexity of solving feasibility problems with regularized modelsEfficient Preconditioners for Interior Point Methods via a New Schur Complement-Based StrategyA competitive inexact nonmonotone filter SQP method: convergence analysis and numerical resultsAn efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimizationA symmetric grouped and ordered multi-secant Quasi-Newton update formulaAdaptive Finite-Difference Interval Estimation for Noisy Derivative-Free OptimizationOn Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares ProblemsOn the Performance of SQP Methods for Nonlinear OptimizationA Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex OptimizationGradient methods exploiting spectral propertiesA comparative study of null‐space factorizations for sparse symmetric saddle point systemstrlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problemOn Regularization and Active-set Methods with Complexity for Constrained OptimizationComplexity Analysis of a Trust Funnel Algorithm for Equality Constrained OptimizationA Regularized Factorization-Free Method for Equality-Constrained OptimizationA globally convergent gradient-like method based on the Armijo line searchAn efficient hybrid conjugate gradient method for unconstrained optimizationA sequential quadratic programming algorithm for equality-constrained optimization without derivativesImproving the Flexibility and Robustness of Model-based Derivative-free Optimization SolversError estimates for iterative algorithms for minimizing regularized quadratic subproblemsThe Conjugate Residual Method in Linesearch and Trust-Region MethodsA Derivative-Free Method for Structured Optimization ProblemsA Tridiagonalization Method for Symmetric Saddle-Point SystemsUnnamed ItemTrust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex OptimizationComplexity and performance of an Augmented Lagrangian algorithmA one-parameter class of three-term conjugate gradient methods with an adaptive parameter choiceEquipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination PropertyUnnamed ItemSolving the Cubic Regularization Model by a Nested Restarting Lanczos MethodAdaptive trust-region algorithms for unconstrained optimizationThe Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained OptimizationA NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONSA Noise-Tolerant Quasi-Newton Algorithm for Unconstrained OptimizationDynamic scaling in the mesh adaptive direct search algorithm for blackbox optimizationA two-stage active-set algorithm for bound-constrained optimizationA limited memory quasi-Newton trust-region method for box constrained optimizationA progressive barrier derivative-free trust-region algorithm for constrained optimizationA Schur complement approach to preconditioning sparse linear least-squares problems with some dense rowsAn active-set algorithm for norm constrained quadratic problemsSequential equality-constrained optimization for nonlinear programmingAlgebraic rules for computing the regularization parameter of the Levenberg-Marquardt methodAn augmented Lagrangian method exploiting an active-set strategy and second-order informationA Solver for Nonconvex Bound-Constrained Quadratic OptimizationPrimal and dual active-set methods for convex quadratic programmingTwo globally convergent nonmonotone trust-region methods for unconstrained optimizationLMBOPT: a limited memory method for bound-constrained optimizationEfficient unconstrained black box optimizationBest practices for comparing optimization algorithmsSpeeding up the convergence of the Polyak's heavy ball algorithmLimited-memory BFGS with displacement aggregationA primal-dual augmented Lagrangian penalty-interior-point filter line search algorithmRobust optimization of noisy blackbox problems using the mesh adaptive direct search algorithmNon-monotone algorithm for minimization on arbitrary domains with applications to large-scale orthogonal Procrustes problemA null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) blockOn the update of constraint preconditioners for regularized KKT systemsA novel class of approximate inverse preconditioners for large positive definite linear systems in optimizationAn active set trust-region method for bound-constrained optimizationLearning to steer nonlinear interior-point methodsAn extended nonmonotone line search technique for large-scale unconstrained optimizationBFO, A Trainable Derivative-free Brute Force Optimizer for Nonlinear Bound-constrained Optimization and Equilibrium Computations with Continuous and Discrete VariablesA Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple BoundsA new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimizationUpdating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank CorrectionsA Nonmonotone Filter SQP Method: Local Convergence and Numerical ResultsAn adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimizationCubic regularization methods with second-order complexity guarantee based on a new subproblem reformulationTwo new Dai-Liao-type conjugate gradient methods for unconstrained optimization problemsA novel hybrid trust region algorithm based on nonmonotone and LOOCV techniquesDirect search based on probabilistic feasible descent for bound and linearly constrained problemsAn interior-point implementation developed and tuned for radiation therapy treatment planningA Newton-like method with mixed factorizations and cubic regularization for unconstrained minimizationA new restarting adaptive trust-region method for unconstrained optimizationSolving Mixed Sparse-Dense Linear Least-Squares Problems by Preconditioned Iterative MethodsA note on solving nonlinear optimization problems in variable precisionA regularization method for constrained nonlinear least squaresPreconditioned nonlinear conjugate gradient methods based on a modified secant equationIterative grossone-based computation of negative curvature directions in large-scale optimizationExploiting negative curvature in deterministic and stochastic optimizationModeling approaches for addressing unrelaxable bound constraints with unconstrained optimization methodsTwo-step conjugate gradient method for unconstrained optimizationA limited-memory trust-region method for nonlinear optimization with many equality constraintsSecant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant conditionA sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimizationAn augmented Lagrangian filter methodIterative Solution of Symmetric Quasi-Definite Linear SystemsScaled projected-directions methods with application to transmission tomographyA line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysisSequential quadratic programming methods for parametric nonlinear optimizationComplexity of Partially Separable Convexly Constrained Optimization with Non-Lipschitzian SingularitiesImplementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear OptimizationA new class of conjugate gradient methods for unconstrained smooth optimization and absolute value equationsPrimal-dual active-set methods for large-scale optimizationOn the solution of linearly constrained optimization problems by means of barrier algorithmsAugmented Lagrangians with constrained subproblems and convergence to second-order stationary pointsAn accelerated nonmonotone trust region method with adaptive trust region for unconstrained optimization


This page was built for software: CUTEst