A matrix-free line-search algorithm for nonconvex optimization

DOI10.1080/10556788.2017.1332618MaRDI QIDQ4646671zbMATH OpenOpenAlexFDO

Authors

Publication date 14 January 2019

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

Full work available at URL https://doi.org/10.1080/10556788.2017.1332618

zbMATH Keywords

conjugate gradient methodHessian-free methodsmachine learningnonconvex large-scale problemsnonlinear programmingtrust-region methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) General topics in artificial intelligence (68T01) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Cites work

• A discrete Newton algorithm for minimizing a function of many variables
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• A Subspace Minimization Method for the Trust-Region Step
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• Benchmarking optimization software with performance profiles.
• CUTE
• Fast Curvature Matrix-Vector Products for Second-Order Gradient Descent
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• scientific article; zbMATH DE number 1186893 (Why is no real title available?)
• scientific article; zbMATH DE number 3725604 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• Iterative methods for finding a trust-region step
• Minimizing a quadratic over a sphere
• Newton-Type Minimization via the Lanczos Method
• Numerical Optimization
• On the truncated conjugate gradient method
• Practical methods of optimization.
• Second-order stagewise backpropagation for Hessian-matrix analyses and investigation of negative curvature
• Solving the Trust-Region Subproblem using the Lanczos Method
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Trust Region Methods

Cited in

(7)

• A reduced-space line-search method for unconstrained optimization via random descent directions
• A matrix-free trust-region Newton algorithm for convex-constrained optimization
• A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
• A Line Search Multigrid Method for Large-Scale Nonlinear Optimization
• A nonmonotone line search method for noisy minimization
• Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem
• A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Least-Squares Problems

Describes a project that uses

Uses Software

• CUTEr
• HSL-VF05
• GALAHAD
• tn

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