CUTEst

swMATH11893MaRDI QIDQ23829FDOQ23829

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Official website: https://github.com/ralna/CUTEst/wiki

Source code repository: https://github.com/ralna/CUTEst

Described by source

• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization

Cited In (only showing first 100 items - show all)

• A new conjugate gradient method with an efficient memory structure
• An efficient hybrid conjugate gradient method for unconstrained optimization
• A null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) block
• An augmented Lagrangian filter method
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
• An improved hybrid-ORBIT algorithm based on point sorting and MLE technique
• An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem
• EQ
• A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization
• A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
• Exploiting negative curvature in deterministic and stochastic optimization
• MINQ8
• A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
• High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
• Issues on the use of a modified bunch and Kaufman decomposition for large scale Newton's equation
• A regularized factorization-free method for equality-constrained optimization
• A note on solving nonlinear optimization problems in variable precision
• Iterative grossone-based computation of negative curvature directions in large-scale optimization
• Implementing a smooth exact penalty function for equality-constrained nonlinear optimization
• Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
• Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
• Secant update generalized version of PSB: a new approach
• A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds
• Improving the flexibility and robustness of model-based derivative-free optimization solvers
• An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization
• Limited-memory BFGS with displacement aggregation
• A comparative study of null-space factorizations for sparse symmetric saddle point systems.
• A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
• An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
• Direct search based on probabilistic feasible descent for bound and linearly constrained problems
• Backward step control for global Newton-type methods
• A derivative-free Gauss-Newton method
• PDFO
• On global minimizers of quadratic functions with cubic regularization
• Preconditioning of linear least squares by robust incomplete factorization for implicitly held normal equations
• A new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimization
• Learning to steer nonlinear interior-point methods
• Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
• Equipping the Barzilai-Borwein method with the two dimensional quadratic termination property
• An inexact first-order method for constrained nonlinear optimization
• An interior-point implementation developed and tuned for radiation therapy treatment planning
• Adaptive trust-region algorithms for unconstrained optimization
• Complexity of Partially Separable Convexly Constrained Optimization with Non-Lipschitzian Singularities
• Global convergence of a modified spectral three-term CG algorithm for nonconvex unconstrained optimization problems
• Efficient unconstrained black box optimization
• paper-regularized-qn-benchmark
• Two-step conjugate gradient method for unconstrained optimization
• On the solution of linearly constrained optimization problems by means of barrier algorithms
• Null-space preconditioners for saddle point systems
• Gradient methods exploiting spectral properties
• BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
• BPMPD
• HSL
• LDL
• MA57
• QMRPACK
• TNPACK
• testenv
• BOBYQA
• LSTRS
• CG_DESCENT
• ipfilter
• GPDT
• OOQP
• IMFIL
• NewtonKKTqp
• OPALQP
• TRON
• ALGENCAN
• TANGO
• MINQ
• Filtrane
• Algorithm 500
• IPM
• CG+
• SDBOX
• SDPEN
• minpack
• SNOBFIT
• SOLNP
• tn
• ve08
• VXQR1
• MUSCOP
• QPSchur
• WSMP
• MIQR
• GQTPAR
• MultiMin
• pyMDO
• Algorithm 738
• QPOPT
• UOBYQA
• SQOPT
• NOWPAC
• MSS
• SCALCG
• CUTE
• OPAL
• ZQPCVX

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