Optimization theory and methods. Nonlinear programming
(inexact) Newton method(non-)quasi-Newton methodsconjugate gradient methodfeasible direction methodsline searchnonlinear least-squa\-res problemsnonsmooth optimizationpenalty function methodsquadratic programmingself-scaling variable metric methodsequential quadratic programmingtheory of constrained optimizationtrust-region and conic model methodstrust-region methods for constrained problems
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Quadratic programming (90C20) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)
Optimization is a subject that is widely and increasingly used in science, engineering, economics, management, industry, and other areas. It deals with selecting the best of many possible decisions in real-life environment, constructing computational methods to find optimal solutions, exploring the theoretical properties, and studying the computational performance of numerical algorithms implemented based on computational methods. Along with the rapid development of high-performance computers and progress of computational methods, more and more large-scale optimization problems have been studied and solved. As pointed out by Professor Yuqi He of Harvard University, a member of the US National Academy of Engineering, `optimization is a cornerstone for the development of civilization'. This book systematically introduces optimization theory and methods, discusses in detail optimality conditions, and develops computational methods for unconstrained, constrained, and nonsmooth optimization. This book mainly studies solving unconstrained optimization problem and constrained optimization problem from the view points of both theory and numerical methods. The book contains a lot of recent research results on nonlinear programming including those of the authors, for example, line search, Newton's methods, self-scaling variable metric method, conjugate gradient method, (non-)quasi-Newton methods, trust-region and conic model methods, nonlinear least-squares problems, quadratic programming, penalty function methods, feasible direction methods, sequential quadratic programming. In the last chapter, a simple and comprehensive introduction to nonsmooth optimization is given. The book is self-contained, systematic in theory and algorithms, and easy to read. For most methods, the authors motivate the idea, study the derivation, establish the global and local convergence, and indicate the efficiency and reliability of the numerical performance. The book also contains an extensive, not complete, bibliography with 366 references, which is an important part of the book, and is useful to readers for their further studies. Each chapter ends with an exercise set. Many exercises involve filling in details of proofs in the text or proving results that are needed elsewhere in the text, while others supplement the text by exploring examples or additional material. In the Appendix, test functions for unconstrained and constrained optimization problems are given.
- A new method for parameter estimation of edge-preserving regularization in image restoration
- A feasible method for optimization with orthogonality constraints
- Convergence of gradient method for Eelman networks
- A filter trust region method for solving semi-infinite programming problems
- Nonlinear conjugate gradient methods with sufficient descent condition for large-scale unconstrained optimization
- A descent algorithm without line search for unconstrained optimization
- On filter-successive linearization methods for nonlinear semidefinite programming
- A seminorm regularized alternating least squares algorithm for canonical tensor decomposition
- 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
- Numerical treatment of nonlinear MHD Jeffery-Hamel problems using stochastic algorithms
- Two accelerated nonmonotone adaptive trust region line search methods
- Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme
- A stochastic level-value estimation method for global optimization
- A Barzilai and Borwein scaling conjugate gradient method for unconstrained optimization problems
- A double parameter scaled BFGS method for unconstrained optimization
- An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
- A note on the global convergence theorem of accelerated adaptive Perry conjugate gradient methods
- A regularized Newton method for computing ground states of Bose-Einstein condensates
- Two new Dai-Liao-type conjugate gradient methods for unconstrained optimization problems
- On the worst-case evaluation complexity of non-monotone line search algorithms
- Cubic interpolation: a line search technique for fuzzy optimization problems
- Ensemble preconditioning for Markov chain Monte Carlo simulation
- POD/DEIM reduced-order modeling of time-fractional partial differential equations with applications in parameter identification
- A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
- A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
- Improved optimization methods for image registration problems
- Accelerated double direction method for solving unconstrained optimization problems
- Total variation image restoration method based on subspace optimization
- A nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimization
- Quasi-Newton methods for multiobjective optimization problems
- A note on a multiplicative parameters gradient method
- A high-order modified Levenberg-Marquardt method for systems of nonlinear equations with fourth-order convergence
- A new derivative-free SCG-type projection method for nonlinear monotone equations with convex constraints
- A Dai-Liao conjugate gradient algorithm with clustering of eigenvalues
- A mixture of nuclear norm and matrix factorization for tensor completion
- A biobjective approach to recoverable robustness based on location planning
- A new supermemory gradient method for unconstrained optimization problems
- A new family of conjugate gradient methods for unconstrained optimization
- Two adaptive Dai-Liao nonlinear conjugate gradient methods
- Quadratic interpolation technique to minimize univariable fuzzy functions
- Nonlinear programming techniques for equilibria
- A novel diffeomorphic model for image registration and its algorithm
- A family of iterative methods for computing Moore-Penrose inverse of a matrix
- A quadratic hybridization of Polak-Ribière-Polyak and Fletcher-Reeves conjugate gradient methods
- On the sufficient descent property of the Shanno's conjugate gradient method
- A perfect example for the BFGS method
- Long range search for maximum likelihood in exponential families
- A globally convergent filter-type trust region method for semidefinite programming
- Asymptotic surrogate constraint method and its convergence for a class of semi-infinite programming
- Simplified iteratively regularized Gauss-Newton method in Banach spaces under a general source condition
- Two optimal Hager-Zhang conjugate gradient methods for solving monotone nonlinear equations
- Hybridization of accelerated gradient descent method
- Uniqueness and numerical scheme for the Robin coefficient identification of the time-fractional diffusion equation
- Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization
- Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
- Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- A nonmonotone PRP conjugate gradient method for solving square and under-determined systems of equations
- Nonlinear programming. An introduction
- Riemannian conjugate gradient methods with inverse retraction
- A generalized worst-case complexity analysis for non-monotone line searches
- Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions
- Gauss-Newton-type methods for bilevel optimization
- Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
- An augmented memoryless BFGS method based on a modified secant equation with application to compressed sensing
- A new CG algorithm based on a scaled memoryless BFGS update with adaptive search strategy, and its application to large-scale unconstrained optimization problems
- Efficient inverse solvers for thermal tomography
- Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system
- Simultaneous recovery of surface heat flux and thickness of a solid structure by ultrasonic measurements
- Enhanced Dai-Liao conjugate gradient methods for systems of monotone nonlinear equations
- Two descent Dai-Yuan conjugate gradient methods for systems of monotone nonlinear equations
- Solving unconstrained optimization problems via hybrid CD-DY conjugate gradient methods with applications
- On \(R\)-linear convergence analysis for a class of gradient methods
- Consensus-based iterative learning of heterogeneous agents with application to distributed optimization
- Multi-modality image registration models and efficient algorithms
- A globally convergent BFGS method for symmetric nonlinear equations
- Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing
- Convergence rate of the modified Levenberg-Marquardt method under Hölderian local error bound
- Efficient regularized Newton-type algorithm for solving convex optimization problem
- A nonmonotone scaled Fletcher-Reeves conjugate gradient method with application in image reconstruction
- Distributed reconstruction of time-varying graph signals via a modified Newton's method
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- An inexact ADMM with proximal-indefinite term and larger stepsize
- Adaptive three-term family of conjugate residual methods for system of monotone nonlinear equations
- Structured diagonal Gauss-Newton method for nonlinear least squares
- Dai-Liao extensions of a descent hybrid nonlinear conjugate gradient method with application in signal processing
- A binary search algorithm for univariate data approximation and estimation of extrema by piecewise monotonic constraints
- Derivative-free method based on DFP updating formula for solving convex constrained nonlinear monotone equations and application
- Microbial community decision making models in batch and chemostat cultures
- Two sufficient descent three-term conjugate gradient methods for unconstrained optimization problems with applications in compressive sensing
- A hybrid conjugate gradient based approach for solving unconstrained optimization and motion control problems
- Optimal scaling parameters for spectral conjugate gradient methods
- Modern numerical nonlinear optimization
- A unified derivative-free projection method model for large-scale nonlinear equations with convex constraints
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model
- A hybrid quasi-Newton method with application in sparse recovery
- Image restoration from noisy incomplete frequency data by alternative iteration scheme
- A Dai-Liao conjugate gradient method via modified secant equation for system of nonlinear equations
This page was built for publication: Optimization theory and methods. Nonlinear programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2500511)
