A curvilinear search algorithm for unconstrained optimization by automatic differentiation

DOI10.1080/10556780108805822MaRDI QIDQ2770192zbMATH OpenOpenAlexFDO

Authors Domenico Conforti, Marc Mancini

Publication date 2001

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780108805822

zbMATH Keywords

Automatic differentiationCurvilinear trajectoryIll-conditioned and badly scaled problemsUnconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A modification of Armijo's step-size rule for negative curvature
• A truncated Newton method with non-monotone line search for unconstrained optimization
• Block truncated-Newton methods for parallel optimization
• Curvilinear path steplength algorithms for minimization which use directions of negative curvature
• Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization
• Exploiting negative curvature directions in linesearch methods for unconstrained optimization
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 1456803 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Nonmonotonic trust region algorithm
• Numerical Optimization
• ODE versus SQP methods for constrained optimization
• On the use of directions of negative curvature in a modified newton method
• Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
• Tensor Methods for Large, Sparse Unconstrained Optimization
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• Testing Unconstrained Optimization Software

Cited in

(4)

• Using negative curvature in solving nonlinear programs
• On the Halley class of methods for unconstrained optimization problems
• Sparse Hessian factorization in curved trajectories for unconstrained minimization
• On the final steps of Newton and higher order methods

Describes a project that uses

Uses Software

• minpack

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