An efficient implementation of a trust region method for box constrained optimization
From MaRDI portal
Publication:2346512
DOI10.1007/s12190-014-0815-0zbMath1316.90046OpenAlexW2086482180MaRDI QIDQ2346512
Morteza Kimiaei, Hamid Esmaeili
Publication date: 2 June 2015
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-014-0815-0
box constrained optimizationadaptive radiustrust-region frameworkconvergence theorycompact limited memory technique
Related Items (3)
A limited memory quasi-Newton trust-region method for box constrained optimization ⋮ A penalty method with trust-region mechanism for nonlinear bilevel optimization problem ⋮ Impulse noise removal by an adaptive trust-region method
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
- Sensitivity of trust-region algorithms to their parameters
- Representations of quasi-Newton matrices and their use in limited memory methods
- A new trust region method for unconstrained optimization
- An adaptive trust region method and its convergence
- A New Modified Cholesky Factorization
- Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
- On the Identification of Active Constraints
- Matrix conditioning and nonlinear optimization
- Automatic Determination of an Initial Trust Region in Nonlinear Programming
- An Infeasible-Interior-Point Method for Linear Complementarity Problems
- Trust Region Methods
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Reduced Storage, Quasi-Newton Trust Region Approaches to Function Optimization
- A Limited Memory Algorithm for Bound Constrained Optimization
- Algorithm 813
- Convex Analysis
- A modified BFGS method and its global convergence in nonconvex minimization
- Benchmarking optimization software with performance profiles.
This page was built for publication: An efficient implementation of a trust region method for box constrained optimization
