A randomized sketching trust-region secant method for low-memory dynamic optimization

DOI10.1007/S11590-025-02216-2MaRDI QIDQ7289066zbMATH OpenFDO

Authors Radoslav G. Vuchkov, D. P. Kouri

Publication date 2 July 2026

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11590-025-02216-2

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Cites work

• A Newton-CG method for large-scale three-dimensional elastic full-waveform seismic inversion
• A numerical study of limited memory BFGS methods
• A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations
• A stochastic quasi-Newton method for large-scale optimization
• A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
• Algorithm 799: revolve
• An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids
• Analysis of a Symmetric Rank-One Trust Region Method
• Convex analysis and monotone operator theory in Hilbert spaces
• Efficient proximal subproblem solvers for a nonsmooth trust-region method
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• scientific article; zbMATH DE number 2143187 (Why is no real title available?)
• Low-rank Tucker approximation of a tensor from streaming data
• Minimal Repetition Dynamic Checkpointing Algorithm for Unsteady Adjoint Calculation
• New algorithms for optimal online checkpointing
• Numerical Optimization
• On the Global Convergence of Trust Region Algorithms Using Inexact Gradient Information
• On the limited memory BFGS method for large scale optimization
• Optical tomography in medical imaging
• Optimal multistage algorithm for adjoint computation
• Practical sketching algorithms for low-rank matrix approximation
• Quasi-Newton Methods, Motivation and Theory
• Randomized sketching algorithms for low-memory dynamic optimization
• Reduced order model Hessian approximations in Newton methods for optimal control
• Representations of quasi-Newton matrices and their use in limited memory methods
• Streaming low-rank matrix approximation with an application to scientific simulation
• Trends in PDE constrained optimization

This page was built for publication: A randomized sketching trust-region secant method for low-memory dynamic optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7289066)