A Newton-like trust region method for large-scale unconstrained nonconvex minimization

DOI10.1155/2013/478407MaRDI QIDQ2015579zbMATH OpenOpenAlexWikidataFDO

Authors Yang Weiwei, Yang Yueting, Zhang Chenhui, Cao Mingyuan

Publication date 23 June 2014

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/478407

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

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Cites work

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• Numerical Optimization
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• On the limited memory BFGS method for large scale optimization
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Testing Unconstrained Optimization Software
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• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(5)

• Faster Riemannian Newton-type optimization by subsampling and cubic regularization
• A recursive trust-region method for non-convex constrained minimization
• Shape-changing trust-region methods using multipoint symmetric secant matrices
• A self-adaptive trust region method for extreme \(\mathcal {B}\)-eigenvalues of symmetric tensors
• Nonstandard Scaling Matrices for Trust Region Gauss–Newton Methods

Describes a project that uses

Uses Software

• minpack
• L-BFGS
• SNOPT
• GALAHAD

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