A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
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Publication:5268896
DOI10.1080/10556788.2016.1208749zbMATH Open1364.90359OpenAlexW2484247699MaRDI QIDQ5268896FDOQ5268896
Michael L. Overton, Tim Mitchell, Frank E. Curtis
Publication date: 21 June 2017
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1208749
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Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonconvex programming, global optimization (90C26)
Cites Work
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Cited In (35)
- Optimization-based Parametric Model Order Reduction via ${{\mathcal{H}_2} \otimes {\mathcal{L}_2}}$ First-order Necessary Conditions
- SOBMOR: Structured Optimization-Based Model Order Reduction
- On stable parameter estimation and forecasting in epidemiology by the Levenberg-Marquardt algorithm with Broyden's rank-one updates for the Jacobian operator
- An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
- Training recurrent neural networks by sequential least squares and the alternating direction method of multipliers
- Reinforced concrete seismically-excited frame design with a new mixed \(H_2/H_{\infty}\) optimization approach
- Nearest \(\Omega \)-stable matrix via Riemannian optimization
- On reduced input-output dynamic mode decomposition
- Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions
- On the real stability radius of sparse systems
- On a minimum enclosing ball of a collection of linear subspaces
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities
- On TSVD regularization for a Broyden-type algorithm
- Numerical methods for biomembranes: Conforming subdivision methods versus non-conforming PL methods
- Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation
- Fast optimization of viscosities for frequency‐weighted damping of second‐order systems
- Large-scale minimization of the pseudospectral abscissa
- Approximate residual-minimizing shift parameters for the low-rank ADI iteration
- Direct search nonsmooth constrained optimization via rounded ℓ1 penalty functions
- On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems
- Analysis of the gradient method with an Armijo–Wolfe line search on a class of non-smooth convex functions
- A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
- A New Sequential Optimality Condition for Constrained Nonsmooth Optimization
- A Subspace Framework for ${\mathcal H}_\infty$-Norm Minimization
- On the use of third-order models with fourth-order regularization for unconstrained optimization
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components
- Fast computation of \(\mathrm{sep}_\lambda\) via interpolation-based globality certificates
- Multifidelity Robust Controller Design with Gradient Sampling
- A primal nonsmooth reformulation for bilevel optimization problems
- Comparing (Empirical-Gramian-Based) Model Order Reduction Algorithms
- Balanced truncation model reduction with a priori error bounds for LTI systems with nonzero initial value
- Delay-based stabilisation and strong stabilisation of LTI systems by nonsmooth constrained optimisation
- Modal decomposition of flow data via gradient-based transport optimization
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