Optimization by Direct Search in Matrix Computations

DOI10.1137/0614023MaRDI QIDQ5286277zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas J. Higham

Publication date 29 June 1993

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://eprints.maths.manchester.ac.uk/346/1/0614023.pdf

zbMATH Keywords

Gaussian eliminationalternating direction methodmatrix multiplicationdirect search methodsmatrix computationsmatrix inversionQR- factorizationmultidirectional search methodcondition estimatorsmatrix condition number estimationVandermonde system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Nonlinear programming (90C30) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(17)

• Incorporating minimum Frobenius norm models in direct search
• A derivative-free method using a new underdetermined quadratic interpolation model
• A recursive partitioning algorithm for matrix inversion on parallel computers
• A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization
• Estimating the matrix p-norm
• Perturbation analysis of orthogonal canonical forms
• New subspace method for unconstrained derivative-free optimization
• A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
• Some extensions to a direct optimization method
• Analysis of direct searches for discontinuous functions
• Construction of IMEX DIMSIMs of high order and stage order
• An improved randomized algorithm with noise level tuning for large-scale noisy unconstrained DFO problems
• A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error
• Effective matrix adaptation strategy for noisy derivative-free optimization
• The technique of splitting operators in perturbation control theory.
• Inverse truss design as a conic mathematical program with equilibrium constraints
• Efficient unconstrained black box optimization

Describes a project that uses

Uses Software

• subplex
• LAPACK

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