On fast trust region methods for quadratic models with linear constraints
DOI10.1007/S12532-015-0084-4zbMATH Open1325.65084OpenAlexW2132492300MaRDI QIDQ499155FDOQ499155
Authors: 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
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iterative algorithmKrylov subspacesnumerical resultconjugate gradientslinear constraintstrust region methodsquadratic models
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Computing a Trust Region Step
- A numerically stable dual method for solving strictly convex quadratic programs
- Trust Region Methods
- The NEWUOA software for unconstrained optimization without derivatives
- Newton-type methods for unconstrained and linearly constrained optimization
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- An Effective Heuristic Algorithm for the Traveling-Salesman Problem
- On trust region methods for unconstrained minimization without derivatives
- Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
- A memetic algorithm for the generalized traveling salesman problem
- Beyond symmetric Broyden for updating quadratic models in minimization without derivatives
Cited In (11)
- Optimization of triple-ring electrodes on piezoceramic transducers using algorithmic differentiation
- A progressive barrier derivative-free trust-region algorithm for constrained optimization
- A Derivative-Free Method for Structured Optimization Problems
- On the construction of quadratic models for derivative-free trust-region algorithms
- Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations
- DC optimization for constructing discrete Sugeno integrals and learning nonadditive measures
- Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- On the numerical performance of finite-difference-based methods for derivative-free optimization
- Black-Box Optimization: Methods and Applications
- Derivative-free optimization methods
Uses Software
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