On fast trust region methods for quadratic models with linear constraints

DOI10.1007/S12532-015-0084-4MaRDI QIDQ499155zbMATH OpenOpenAlexFDO

Authors M. J. D. Powell

Publication date 30 September 2015

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

iterative algorithmKrylov subspacesnumerical resultconjugate gradientslinear constraintstrust region methodsquadratic models

Mathematics Subject Classification ID

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)

Recommendations

• scientific article; zbMATH DE number 3843084
• Iterative methods for finding a trust-region step
• Solving the Trust-Region Subproblem using the Lanczos Method
• scientific article; zbMATH DE number 1183048
• scientific article; zbMATH DE number 4070647

Cites work

• A memetic algorithm for the generalized traveling salesman problem
• A numerically stable dual method for solving strictly convex quadratic programs
• An Effective Heuristic Algorithm for the Traveling-Salesman Problem
• Beyond symmetric Broyden for updating quadratic models in minimization without derivatives
• Computing a Trust Region Step
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Newton-type methods for unconstrained and linearly constrained optimization
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• On trust region methods for unconstrained minimization without derivatives
• The NEWUOA software for unconstrained optimization without derivatives
• Trust Region Methods

Cited in

(11)

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

Describes a project that uses

Uses Software

• NEWUOA
• COBYLA2
• GQTPAR
• LINCOA

This page was built for publication: On fast trust region methods for quadratic models with linear constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q499155)