Beyond symmetric Broyden for updating quadratic models in minimization without derivatives

DOI10.1007/S10107-011-0510-YMaRDI QIDQ1949262zbMATH OpenOpenAlexFDO

Authors M. J. D. Powell

Publication date 6 May 2013

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-011-0510-y

zbMATH Keywords

convergencealgorithmnumerical experimentstrust region methodquadratic modelssymmetric Broydenminimization without derivativestruncated conjugate gradients

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Recommendations

• On trust region methods for unconstrained minimization without derivatives
• On the use of quadratic models in unconstrained minimization without derivatives
• On the convergence of trust region algorithms for unconstrained minimization without derivatives
• UOBYQA: unconstrained optimization by quadratic approximation
• scientific article; zbMATH DE number 3912126

Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 653037 (Why is no real title available?)
• Introduction to Derivative-Free Optimization
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• The NEWUOA software for unconstrained optimization without derivatives

Cited in

(14)

• Sobolev seminorm of quadratic functions with applications to derivative-free optimization
• Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients
• On trust region methods for unconstrained minimization without derivatives
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Secant update generalized version of PSB: a new approach
• The Gauss-Newton methods via conjugate gradient path without line search technique for solving nonlinear systems
• A symmetric grouped and ordered multi-secant Quasi-Newton update formula
• On the use of quadratic models in unconstrained minimization without derivatives
• An optimal interpolation set for model-based derivative-free optimization methods
• A trust-region framework for derivative-free mixed-integer optimization
• Recent advances in trust region algorithms
• On fast trust region methods for quadratic models with linear constraints
• Quadratic Model Updating with Symmetry, Positive Definiteness, and No Spill-Over
• Derivative-free optimization methods

Describes a project that uses

Uses Software

• BOBYQA
• NEWUOA

This page was built for publication: Beyond symmetric Broyden for updating quadratic models in minimization without derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1949262)