A Derivative-Free Algorithm for Least-Squares Minimization
DOI10.1137/09075531XzbMATH Open1213.65091OpenAlexW2038872570MaRDI QIDQ3083343FDOQ3083343
Hongchao Zhang, Andrew R. Conn, Katya Scheinberg
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/09075531x
least-squaresglobal convergenceLevenberg-Marquardt methodsystem of nonlinear equationsderivative-free optimizationtrust region
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Cited In (54)
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- On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing
- \(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method
- Derivative-free bound-constrained optimization for solving structured problems with surrogate models
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- Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
- A class of derivative-free trust-region methods with interior backtracking technique for nonlinear optimization problems subject to linear inequality constraints
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- DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems
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- Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients
- Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem
- Derivative-free superiorization: principle and algorithm
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- A least squares approach to differentiation
- Scalable subspace methods for derivative-free nonlinear least-squares optimization
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- Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
- Sublinear-Time Quadratic Minimization via Spectral Decomposition of Matrices
- A derivative-free trust-funnel method for equality-constrained nonlinear optimization
- An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
- Inexact derivative-free optimization for bilevel learning
- A Derivative-Free Nonlinear Least Squares Solver
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- Model-Based Derivative-Free Methods for Convex-Constrained Optimization
- Combined gradient methods for multiobjective optimization
- On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure
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- A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations
- A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results
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- A brief survey of methods for solving nonlinear least-squares problems
- Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems
- A derivative-free algorithm for spherically constrained optimization
- An efficient spectral trust-region deflation method for multiple solutions
- Recent advances in trust region algorithms
- On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems
- Conjugate gradient path method without line search technique for derivative-free unconstrained optimization
- Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
- On the numerical performance of finite-difference-based methods for derivative-free optimization
- An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints
- A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity
- Stochastic average model methods
- An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions
- Derivative-free optimization methods
- Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach
- A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
- Derivative-Free Feasible Backtracking Search Methods for Nonlinear Multiobjective Optimization with Simple Boundary Constraint
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