Computing a Trust Region Step
From MaRDI portal
Publication:3343340
DOI10.1137/0904038zbMath0551.65042OpenAlexW2075184363MaRDI QIDQ3343340
Jorge J. Moré, Danny C. Sorensen
Publication date: 1983
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc283525/
Related Items
Robustness of trajectories with finite time extent, A new simple model trust-region method with generalized Barzilai-Borwein parameter for large-scale optimization, A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction, A regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementations, A method of trust region type for minimizing noisy functions, A new nonmonotone adaptive trust region algorithm., Nonmonotone trust region method for solving optimization problems, A class of collinear scaling algorithms for bound-constrained optimization: convergence theorems, A trust-region strategy for minimization on arbitrary domains, On the branch and bound algorithm for the extended trust-region subproblem, Variational analysis of an extended eigenvalue problem, Numerical analysis of bump solutions for neural field equations with periodic microstructure, Identification of parameters in polymer crystallization, SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices, A projection technique for partitioning the nodes of a graph, A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming, A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction, Convergence analysis of an SVD-based algorithm for the best rank-1 tensor approximation, A globalized Newton method for the computation of normalized Nash equilibria, An efficient algorithm for solving the generalized trust region subproblem, Efficient block-coordinate descent algorithms for the group Lasso, On efficiently combining limited-memory and trust-region techniques, Gradient projection Newton pursuit for sparsity constrained optimization, Hybrid methods for large sparse nonlinear least squares, Geometric notes on optimization with equality constraints, New zero-finders for trust-region computations, A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints, Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method, A linear-time algorithm for the trust region subproblem based on hidden convexity, Inexact successive quadratic approximation for regularized optimization, A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization, On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces, Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem, On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds, A modified trust region method with beale's PCG technique for optimization, A trust region affine scaling method for bound constrained optimization, Solving large-scale constrained least-squares problems., A new trust region technique for the maximum weight clique problem, A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints., Newton-type methods for non-convex optimization under inexact Hessian information, A generative model and a generalized trust region Newton method for noise reduction, Mining adversarial patterns via regularized loss minimization, Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint, GPS localization problem: a new model and its global optimization, A multiplier active-set trust-region algorithm for solving constrained optimization problem, A note on robust descent in differentiable optimization, On an elliptical trust-region procedure for ill-posed nonlinear least-squares problems, Iterative computation of negative curvature directions in large scale optimization, A trust-region method by active-set strategy for general nonlinear optimization, On the use of simplex methods in constructing quadratic models, A new minimization protocol for solving nonlinear Poisson-Boltzmann mortar finite element equation, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, Generalized indirect inference for discrete choice models, Optimal error correction and methods of feasible directions, An affine scaling projective reduced Hessian algorithm for minimum optimization with nonlinear equality and linear inequality constraints, A reduced-space line-search method for unconstrained optimization via random descent directions, A trust-region method applied to parameter identification of a simple prey-predator model, A Jacobian smoothing method for box constrained variational inequality problems, A trust region approach for numerical modeling of non-isothermal phase change, An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables, Exploiting Hessian matrix and trust-region algorithm in hyperparameters estimation of Gaussian process, Robust optimal feedback for terminal linear-quadratic control problems under disturbances, Interior point projected reduced Hessian method with trust region strategy for nonlinear constrained optimization, A subspace implementation of quasi-Newton trust region methods for unconstrained optimization, A geometric analysis of phase retrieval, Distributed Gauss-Newton optimization method for history matching problems with multiple best matches, Globalized inexact proximal Newton-type methods for nonconvex composite functions, Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints, An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets, The trust region subproblem with non-intersecting linear constraints, A new regularized quasi-Newton method for unconstrained optimization, Subspace quadratic regularization method for group sparse multinomial logistic regression, An efficient trust region method for unconstrained discrete-time optimal control problems, On the optimal correction of infeasible systems of linear inequalities, Optimization of dual response systems: A comprehensive procedure for degenerate and nondegenerate problems, On fluorophore imaging by diffusion equation model: decompositions and optimizations, Large-scale unconstrained optimization using separable cubic modeling and matrix-free subspace minimization, Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere, Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty, Norm-constrained least-squares solutions to the matrix equation \(A X B = C\), A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint, On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization, Distributed quasi-Newton derivative-free optimization method for optimization problems with multiple local optima, An efficient two-step trust-region algorithm for exactly determined consistent systems of nonlinear equations, Convergence properties of monotone and nonmonotone proximal gradient methods revisited, On local nonglobal minimum of trust-region subproblem and extension, Maximizing sum of coupled traces with applications, A latent variable mixed-effects location scale model with an application to daily diary data, Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications, An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint, Low-rank approximation to entangled multipartite quantum systems, An affine scaling trust-region approach to bound-constrained nonlinear systems, Global Newton-type methods and semismooth reformulations for NCP, An interior method for nonconvex semidefinite programs, A smoothing Levenberg-Marquardt algorithm for semi-infinite programming, Rank-1 approximation for entangled multipartite real systems, A wedge trust region method with self-correcting geometry for derivative-free optimization, \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm, The generalized trust region subproblem: solution complexity and convex hull results, Parameterized eigensolution technique for solving constrained least squares problems∗, Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem, Oracle-Based Robust Optimization via Online Learning, A Nested Lanczos Method for the Trust-Region Subproblem, SVD-Based Algorithms for the Best Rank-1 Approximation of a Symmetric Tensor, A fast algorithm for globally solving Tikhonov regularized total least squares problem, Two globally convergent nonmonotone trust-region methods for unconstrained optimization, Un Algorithme pour la Bipartition d'un Graphe en Sous-graphes de Cardinalité Fixée, An augmented Lagrangian affine scaling method for nonlinear programming, Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components, Exploiting Problem Structure in Derivative Free Optimization, On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices, Shifted L-BFGS systems, Parametric approach for correcting inconsistent linear equality system, An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization, A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization, Globally Solving the Trust Region Subproblem Using Simple First-Order Methods, A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization, Graph Refinement via Simultaneously Low-Rank and Sparse Approximation, Un algoritmo global con jacobiano suavizado para problemas de complementariedad no lineal, Newton method for \(\ell_0\)-regularized optimization, Canonical Dual Approach for Minimizing a Nonconvex Quadratic Function over a Sphere, Training multi-layered neural network with a trust-region based algorithm, An augmented Lagrangian trust region method for equality constrained optimization, A Modeling Framework for Coupling Plasticity with Species Diffusion, Hybrid algorithms with active set prediction for solving linear inequalities in a least squares sense, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint, Least-squares symmetric solution to the matrix equationAXB=Cwith the norm inequality constraint, Unnamed Item, Convergence of a projected gradient method with trust region for nonlinear constrained optimization†, Trust-region algorithms for training responses: machine learning methods using indefinite Hessian approximations, On the Generalized Lanczos Trust-Region Method, A null-space-based weightedl1minimization approach to compressed sensing, Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem, A limited-memory trust-region method for nonlinear optimization with many equality constraints, A greedy Newton-type method for multiple sparse constraint problem, A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems, A Newton-Based Method for Nonconvex Optimization with Fast Evasion of Saddle Points, Second-Order Guarantees of Distributed Gradient Algorithms, Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem, trlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problem, The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction, ARCq: a new adaptive regularization by cubics, Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization, Methods of minimization of functions on a sphere and their applications, Solving nonlinear systems of equations by means of quasi-neston methods with a nonmonotone stratgy∗, Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions, Minimization methods for smooth nonconvex functions, On a semismooth least squares formulation of complementarity problems with gap reduction, On the use of quadratic models in unconstrained minimization without derivatives, Solving trust-region subproblem augmented with linear inequality constraints, Evaluating the Effects of Local Search in Genetic Programming, A surrogate management framework using rigorous trust-region steps, Global convergence of SSM for minimizing a quadratic over a sphere, The trust region subproblem and semidefinite programming*, Convergence analysis of the Levenberg–Marquardt method, Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems, Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems, Trust-region interior-point method for large sparsel1optimization, A Meshless Technique Based on Integrated Radial Basis Function Networks for Elliptic Partial Differential Equations, A Smoothing Projected Levenberg-Marquardt Type Algorithm for Solving Constrained Equations, A Two-Variable Approach to the Two-Trust-Region Subproblem, A trust region typed dogleg method for nonlinear optimization*, On the global optimality of generalized trust region subproblems, On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms, A dual-weighted trust-region adaptive POD 4D-VAR applied to a finite-element shallow-water equations model, An adaptive conic trust-region method for unconstrained optimization, A variant of trust-region methods for unconstrained optimization, Error estimates for iterative algorithms for minimizing regularized quadratic subproblems, Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems, On Conic Relaxations of Generalization of the Extended Trust Region Subproblem, Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization, Modular proximal optimization for multidimensional total-variation regularization, Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization, A Modified Trust Region Algorithm, Active tail flexion in concert with passive hydrodynamic forces improves swimming speed and efficiency, Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming, Matrix-free algorithm for the large-scale constrained trust-region subproblem, On the ill-posedness of the trust region subproblem, Derivative-free optimization methods, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, A penalty-free approach to PDE constrained optimization: application to an inverse wave problem, Numerical Computation for Orthogonal Low-Rank Approximation of Tensors, Unnamed Item, Unnamed Item, Canonical Dual Solutions to Quadratic Optimization over One Quadratic Constraint, An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems, Unnamed Item, Computational schema on ridge analysis, Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision, Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization, Entropy Satisfying Schemes for Computing Selection Dynamics in Competitive Interactions, Implicitly restarted projection algorithm for solving optimization problems, A Flexible Iterative Solver for Nonconvex, Equality-Constrained Quadratic Subproblems, The Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained Optimization, Algorithm 943, An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization, A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization, On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints, Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization, Sparse estimation within Pearson's system, with an application to financial market risk, Virtual element method for phase field modeling of dynamic fracture, Solving trust region subproblems using Riemannian optimization, Iterative optimal solutions of linear matrix equations for hyperspectral and multispectral image fusing, A new multipoint symmetric secant method with a dense initial matrix, Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem, An analytic approach for the moment-of-fluid interface reconstruction method on tetrahedral meshes, A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints, Stochastic regularized Newton methods for nonlinear equations, Proximal quasi-Newton method for composite optimization over the Stiefel manifold, Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem, Trace ratio optimization with an application to multi-view learning, Encrypted quantum state tomography with phase estimation for quantum Internet, Hydrogen assisted cracking using an efficient virtual element scheme, Hybrid Newton-type method for a class of semismooth equations, An improved trust region method for unconstrained optimization, An Eigenvalue-Based Method for the Unbalanced Procrustes Problem, A Linear-Time Algorithm for Generalized Trust Region Subproblems, The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem, Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method, Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem, A new active-set strategy for NCP with degenerate solutions, On the solution of a two ball trust region subproblem, A new predictor-corrector method for solving unconstrained minimization problems, A linear-time algorithm for trust region problems, On piecewise quadratic Newton and trust region problems, A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems, Convergence rate of the trust region method for nonlinear equations under local error bound condition, Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization, Approximate solution of the trust region problem by minimization over two-dimensional subspaces, Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres, A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy, A modified nearly exact method for solving low-rank trust region subproblem, Parallel quasi-Newton methods for unconstrained optimization, A constrained eigenvalue problem, Projected Tikhonov regularization of large-scale discrete ill-posed problems, Algorithms for bound constrained quadratic programming problems, Trust region affine scaling algorithms for linearly constrained convex and concave programs, On the generalized discrepancy principle for Tikhonov regularization in Hilbert scales, A model-hybrid approach for unconstrained optimization problems, Convex optimization approach to a single quadratically constrained quadratic minimization problem, A mathematical biography of Danny C. Sorensen, Limited-memory BFGS systems with diagonal updates, Inexact smoothing method for large scale minimax optimization, Inexact trust region PGC method for large sparse unconstrained optimization, Projected quasi-Newton algorithm with trust region for constrained optimization, An alternating variable method for the maximal correlation problem, Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations, The generalized trust region subproblem, Convergence properties of trust region methods for linear and convex constraints, On a subproblem of trust region algorithms for constrained optimization, Constructing composite search directions with parameters in quadratic interpolation models, Construction and optimization of a texture-geometric model of a face image in the space of basic Gabor functions, A working set SQCQP algorithm with simple nonmonotone penalty parameters, Optimal convective heat transfer in double pipe with parabolic fins, An algorithm for solving new trust region subproblem with conic model, A hybrid method for the nonlinear least squares problem with simple bounds, On solving \(L_{q}\)-penalized regressions, Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations., An interior point algorithm to solve computationally difficult set covering problems, The least squares solution of a class of generalized Sylvester-transpose matrix equations with the norm inequality constraint, Strong duality for generalized trust region subproblem: S-lemma with interval bounds, On fast trust region methods for quadratic models with linear constraints, On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls, MANPAK: A set of algorithms for computations on implicitly defined manifolds, Large-scale history matching with quadratic interpolation models, Local nonglobal minima for solving large-scale extended trust-region subproblems, On solving L-SR1 trust-region subproblems, Nonmonotone trust region methods with curvilinear path in unconstrained optimization, A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization, How to convexify the intersection of a second order cone and a nonconvex quadratic, Computation of a trust region step, Trust-region methods for nonlinear elliptic equations with radial basis functions, A continuous approach to inductive inference, Regularization using a parameterized trust region subproblem, Variable-number sample-path optimization, A new zero-finder for Tikhonov regularization, A quasi-Gauss-Newton method for solving nonlinear algebraic equations, Data analysis for the NASA EOS aura microwave limb sounder instrument, Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint, A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization, A retrospective trust-region method for unconstrained optimization, A nonmonotone filter method for nonlinear optimization, A practical method for solving large-scale TRS, An iterative method for solving semismooth equations, A new smoothing Newton-type algorithm for semi-infinite programming, Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization, An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization, CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm, On solving trust-region and other regularised subproblems in optimization, Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization, A direct active set algorithm for large sparse quadratic programs with simple bounds, Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization, Error bounds of Lanczos approach for trust-region subproblem, Diffusion representations, An affine scaling optimal path method with interior backtracking curvilinear technique for linear constrained optimization, Convexity of Gaussian chance constraints and of related probability maximization problems, Optimal prediction pools, Distance-based discriminant analysis method and its applications, Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities, Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization, On Lagrange multipliers of trust-region subproblems, GQTPAR, New optimality conditions for quadratic optimization problems with binary constraints, BFGS trust-region method for symmetric nonlinear equations, A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results, A restricted trust region algorithm for unconstrained optimization, Block relaxation and majorization methods for the nearest correlation matrix with factor structure, Duallity and sensitivity in nonconvex quadratic optimization over an ellipsoid, Nonmonotonic reduced projected Hessian method via an affine scaling interior modified gradient path for bounded-constrained optimization, Newton-Krylov type algorithm for solving nonlinear least squares problems, Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming, A framework for globally convergent algorithms using gradient bounding functions, Tensor methods for large sparse systems of nonlinear equations, Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions, Advances in trust region algorithms for constrained optimization, Scaled optimal path trust-region algorithm, Interior-point algorithms for global optimization, Algorithms for the solution of quadratic knapsack problems, A model trust-region modification of Newton's method for nonlinear two- point boundary-value problems, Local minima of the trust region problem
Uses Software