Recent advances in trust region algorithms
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Publication:2349124
DOI10.1007/S10107-015-0893-2zbMATH Open1317.65141OpenAlexW2080108722MaRDI QIDQ2349124FDOQ2349124
Authors: Yaxiang Yuan 
Publication date: 19 June 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0893-2
Recommendations
convergencecomplexityglobal convergencenonlinear optimizationnonsmooth optimizationregularization methodnonlinear least squarestrust region algorithmssubproblem
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)
Cites Work
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- Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
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- A new trust region algorithm for nonsmooth convex minimization
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- On the truncated conjugate gradient method
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- A conic trust-region method for nonlinearly constrained optimization
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- Geometry of interpolation sets in derivative free optimization
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- A trust region algorithm for minimization of locally Lipschitzian functions
- Incorporating minimum Frobenius norm models in direct search
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- Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
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- Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
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- Affine conjugate adaptive Newton methods for nonlinear elastomechanics
- An interior-point affine-scaling trust-region method for semismooth equations with box constraints
- Analysis of inexact trust-region SQP algorithms
- A review of trust region algorithms for optimization
- A model algorithm for composite nondifferentiable optimization problems
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- Beyond symmetric Broyden for updating quadratic models in minimization without derivatives
- On the geometry phase in model-based algorithms for derivative-free optimization
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- An interior-point trust-funnel algorithm for nonlinear optimization
- On efficiently combining limited-memory and trust-region techniques
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- On Local Solutions of the Celis--Dennis--Tapia Subproblem
- On the modified trust region algorithm for nonlinear equations
- On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
- On the use of quadratic models in unconstrained minimization without derivatives
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- Trust region algorithm for nonsmooth optimization
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- Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
- Implementing and modifying Broyden class updates for large scale optimization
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- A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
- An Algorithm for Minimax Solution of Overdetermined Systems of Non-linear Equations
- Global convergence of radial basis function trust-region algorithms for derivative-free optimization
- A derivative-free trust-region algorithm for composite nonsmooth optimization
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- Conditions for Superlinear Convergence in l1 and l Solutions of Overdetermined Non-linear Equations
- An augmented Lagrangian trust region method for equality constrained optimization
- An Example of Only Linear Convergence of Trust Region Algorithms for Non-smooth Optimization
- A retrospective trust-region method for unconstrained optimization
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- The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations
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- A review on subspace methods for nonlinear optimization
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Cited In (only showing first 100 items - show all)
- \textsc{AbsTaylor}: upper bounding with inner regions in nonlinear continuous global optimization problems
- On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition
- A note on robust descent in differentiable optimization
- Convergence rate of the Levenberg-Marquardt method under Hölderian local error bound
- A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
- An adaptive multi-step Levenberg-Marquardt method
- A new adaptive trust region algorithm for optimization problems
- Solving nonlinear equations with a direct Broyden method and its acceleration
- A trust-region approach with novel filter adaptive radius for system of nonlinear equations
- Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity
- Sensitivity of trust-region algorithms to their parameters
- A progressive barrier derivative-free trust-region algorithm for constrained optimization
- A review of trust region algorithms for optimization
- On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
- A smoothing trust region filter algorithm for nonsmooth least squares problems
- On local non-global minimizers of quadratic optimization problem with a single quadratic constraint
- Concise complexity analyses for trust region methods
- A penalty method with trust-region mechanism for nonlinear bilevel optimization problem
- Convergence properties of inexact Levenberg-Marquardt method under Hölderian local error bound
- Convergence rate of the modified Levenberg-Marquardt method under Hölderian local error bound
- OFFO minimization algorithms for second-order optimality and their complexity
- On efficiently combining limited-memory and trust-region techniques
- A survey of hidden convex optimization
- On Lagrange multipliers of trust-region subproblems
- A trust-region method with two subproblems and backtracking line search
- Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
- A nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds
- Stochastic variance reduced gradient methods using a trust-region-like scheme
- A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds
- A Trust-region Method for Nonsmooth Nonconvex Optimization
- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
- A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints
- On high-order multilevel optimization strategies
- A modified Levenberg-Marquardt method for solving system of nonlinear equations
- Stochastic trust-region methods with trust-region radius depending on probabilistic models
- Globally convergent DC trust-region methods
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension
- The trust region algorithm for nonlinear regression \(M\)-estimators
- Novel reformulations and efficient algorithms for the generalized trust region subproblem
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- Title not available (Why is that?)
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- An interior-point penalty active-set trust-region algorithm
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- The application of tensor methods to trust region algorithm
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- Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
- New zero-finders for trust-region computations
- Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
- Title not available (Why is that?)
- A robust and efficient algorithm to find profile likelihood confidence intervals
- Truncated trust region method for nonlinear inverse problems and application in full-waveform inversion
- Eigenvalue statistics for generalized symmetric and Hermitian matrices
- Title not available (Why is that?)
- A linear-time algorithm for the trust region subproblem based on hidden convexity
- Bifurcation and chaos in a smooth 3D dynamical system extended from Nosé-Hoover oscillator
- An active-set algorithm and a trust-region approach in constrained minimax problem
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- Some extensions of the trust region method
- A multilevel algorithm for solving the trust-region subproblem
- An open-source unconstrained stress updating algorithm for the modified Cam-clay model
- Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
- Trust Region Methods
- Title not available (Why is that?)
- Robust registration of surfaces using a refined iterative closest point algorithm with a trust region approach
- Finding second-order stationary points in constrained minimization: a feasible direction approach
- On local nonglobal minimum of trust-region subproblem and extension
- A process transfer model-based optimal compensation control strategy for batch process using just-in-time learning and trust region method
- Discussion on the truncated quasi-Newton type trust region method in solving the stochastic user equilibrium problem
- Globally solving extended trust region subproblems with two intersecting cuts
- An adaptive method of moving asymptotes for topology optimization based on the trust region
- Trust-Region solvers: performance and applications in geosciences
- Recursive formulation of the WKB solution for linear time-varying dynamic systems
- An adaptive trust-region method without function evaluations
- Task-guided IRL in POMDPs that scales
- Sufficient conditions for error distance reduction in the \(\ell^2\)-norm trust region between minimizers of local nonconvex multivariate quadratic approximates
- Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- Title not available (Why is that?)
- A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint
- On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints
- First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
- Complexity and global rates of trust-region methods based on probabilistic models
- Order statistics and region-based evolutionary computation
- Pole-fitting for complex functions: enhancing standard techniques by artificial-neural-network classifiers and regressors
- A local MM subspace method for solving constrained variational problems in image recovery
- Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
- Automatically finding the right probabilities in Bayesian networks
- A block Lanczos method for the extended trust-region subproblem
- Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training
- The regularization continuation method for optimization problems with nonlinear equality constraints
- A quasi-Newton subspace trust region algorithm for nonmonotone variational inequalities in adversarial learning over box constraints
- Nonconvex homogeneous optimization: a general framework and optimality conditions of first and second-order
- An optimal interpolation set for model-based derivative-free optimization methods
- On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem
- A trust-region framework for derivative-free mixed-integer optimization
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