On fast trust region methods for quadratic models with linear constraints

DOI10.1007/s12532-015-0084-4zbMath1325.65084OpenAlexW2132492300MaRDI QIDQ499155

M. J. D. Powell

Publication date: 30 September 2015

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-015-0084-4

zbMATH Keywords

iterative algorithmlinear constraintsconjugate gradientsKrylov subspacesnumerical resulttrust region methodsquadratic models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items

On the numerical performance of finite-difference-based methods for derivative-free optimization, A progressive barrier derivative-free trust-region algorithm for constrained optimization, On the construction of quadratic models for derivative-free trust-region algorithms, Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information, DC optimization for constructing discrete Sugeno integrals and learning nonadditive measures, Black-Box Optimization: Methods and Applications, Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations, Optimization of triple-ring electrodes on piezoceramic transducers using algorithmic differentiation, Derivative-free optimization methods, A Derivative-Free Method for Structured Optimization Problems, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty

Uses Software

• NEWUOA
• COBYLA2
• GQTPAR
• LINCOA

Cites Work

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