Optimization theory and methods. Nonlinear programming
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Publication:2500511
DOI10.1007/B106451zbMATH Open1129.90002OpenAlexW2471988522MaRDI QIDQ2500511FDOQ2500511
Authors: Wenyu Sun, Yaxiang Yuan 
Publication date: 17 August 2006
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b106451
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Quadratic programming (90C20) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Methods of reduced gradient type (90C52) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Cited In (only showing first 100 items - show all)
- Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
- A modified conjugate gradient method based on the self-scaling memoryless BFGS update
- Convergence analyses on sparse feedforward neural networks via group lasso regularization
- Formal Proofs for Nonlinear Optimization
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
- A new hybrid algorithm for convex nonlinear unconstrained optimization
- Optimization design of an explicitly defined rack for the generation of rotors for twin-screw compressors
- A short note on the Q-linear convergence of the steepest descent method
- The research on the properties of Fourier matrix and bent function
- A hybrid quasi-Newton method with application in sparse recovery
- Efficient inverse solvers for thermal tomography
- Measuring variability and association for categorical data
- A dimension-reduced method of sensitivity analysis for stochastic user equilibrium assignment model
- A second-order pseudo-transient method for steady-state problems
- A double parameter scaled BFGS method for unconstrained optimization
- A mixture of nuclear norm and matrix factorization for tensor completion
- Accelerating the modified Levenberg-Marquardt method for nonlinear equations
- On convergence rates of linearized proximal algorithms for convex composite optimization with applications
- A type of modified BFGS algorithm with any rank defects and the local \(Q\)-superlinear convergence properties
- Stable Lévy diffusion and related model fitting
- A new spectral method for \(l_1\)-regularized minimization
- A biobjective approach to recoverable robustness based on location planning
- A nonmonotone PRP conjugate gradient method for solving square and under-determined systems of equations
- A seminorm regularized alternating least squares algorithm for canonical tensor decomposition
- A variable projection method for the general radial basis function neural network
- The Fiedler vector of a Laplacian tensor for hypergraph partitioning
- A Dai-Liao conjugate gradient algorithm with clustering of eigenvalues
- New adaptive Barzilai-Borwein step size and its application in solving large-scale optimization problems
- A double parameter self-scaling memoryless BFGS method for unconstrained optimization
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
- Error estimates for the simplified iteratively regularized Gauss-Newton method in Banach spaces under a Morozov-type stopping rule
- Some new three-term Hestenes-Stiefel conjugate gradient methods with affine combination
- On solving a class of linear semi-infinite programming by SDP method
- Accelerated multiple step-size methods for solving unconstrained optimization problems
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Two new Dai-Liao-type conjugate gradient methods for unconstrained optimization problems
- Maximum penalized likelihood estimation of additive hazards models with partly interval censoring
- Analysis on a superlinearly convergent augmented Lagrangian method
- Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
- A modified Levenberg-Marquardt method for solving system of nonlinear equations
- Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update
- A stochastic level-value estimation method for global optimization
- Gradient methods for computing the Drazin-inverse solution
- A Barzilai and Borwein scaling conjugate gradient method for unconstrained optimization problems
- Complexity and performance of an augmented Lagrangian algorithm
- A stochastic trust region method for unconstrained optimization problems
- Convergence of gradient method for Eelman networks
- A unified derivative-free projection method model for large-scale nonlinear equations with convex constraints
- Correction of trust region method with a new modified Newton method
- Accelerated double direction method for solving unconstrained optimization problems
- Competitive secant (BFGS) methods based on modified secant relations for unconstrained optimization
- A descent algorithm without line search for unconstrained optimization
- An accelerated double step size model in unconstrained optimization
- A note on the global convergence theorem of accelerated adaptive Perry conjugate gradient methods
- An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
- Nearest linearly structured polynomial matrix with some prescribed distinct eigenvalues
- An improved iterative method for solving the discrete algebraic Riccati equation
- A class of descent four-term extension of the Dai-Liao conjugate gradient method based on the scaled memoryless BFGS update
- A modified two steps Levenberg-Marquardt method for nonlinear equations
- A modified Newton's method for best rank-one approximation to tensors
- Local convergence of quasi-Newton methods under metric regularity
- Application of variable-fidelity models to aerodynamic optimization
- A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization
- Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
- Trace-penalty minimization for large-scale eigenspace computation
- Two modified spectral conjugate gradient methods and their global convergence for unconstrained optimization
- Quasi-Newton methods for multiobjective optimization problems
- Low rank updates in preconditioning the saddle point systems arising from data assimilation problems
- An accelerated nonmonotone trust region method with adaptive trust region for unconstrained optimization
- A quadratic penalty method for hypergraph matching
- An adaptive scaled BFGS method for unconstrained optimization
- A modified three-term conjugate gradient method with sufficient descent property
- An equivalency condition of nonsingularity in nonlinear semidefinite programming
- Numerical treatment of nonlinear MHD Jeffery-Hamel problems using stochastic algorithms
- A new subspace correction method for nonlinear unconstrained convex optimization problems
- Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme
- Multi-modality image registration models and efficient algorithms
- A new supermemory gradient method for unconstrained optimization problems
- Quadratic interpolation technique to minimize univariable fuzzy functions
- Two adaptive Dai-Liao nonlinear conjugate gradient methods
- On \(R\)-linear convergence analysis for a class of gradient methods
- Two optimal Dai-Liao conjugate gradient methods
- Nonmonotone conic trust region method with line search technique for bound constrained optimization
- A dwindling filter line search algorithm for nonlinear equality constrained optimization
- The \(d\)-level nested logit model: assortment and price optimization problems
- Inhomogeneous polynomial optimization over a convex set: an approximation approach
- A modified nonmonotone trust region line search method
- A linear hybridization of the Hestenes-Stiefel method and the memoryless BFGS technique
- Convergence rate of the modified Levenberg-Marquardt method under Hölderian local error bound
- An optimal parameter choice for the Dai-Liao family of conjugate gradient methods by avoiding a direction of the maximum magnification by the search direction matrix
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming
- Fast finite difference approximation for identifying parameters in a two-dimensional space-fractional nonlocal model with variable diffusivity coefficients
- AN ADAPTIVE CONJUGACY CONDITION AND RELATED NONLINEAR CONJUGATE GRADIENT METHODS
- A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization
- A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
- Two accelerated nonmonotone adaptive trust region line search methods
- A new nonlinear filter constructed from the Newton method and EPR in image restoration
- Nonmonotone second-order Wolfe's line search method for unconstrained optimization problems
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