Algorithm 943

DOI10.1145/2616588zbMath1371.65050OpenAlexW2072884284WikidataQ113310299 ScholiaQ113310299MaRDI QIDQ5270699

Jennifer B. Erway, Roummel F. Marcia

Publication date: 30 June 2017

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2616588

zbMATH Keywords

numerical experimentquadratic functionL-BFGSlarge-scale unconstrained optimizationtrust-region methodslimited-memory quasi-Newton methodsmatrix-free iterative method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Packaged methods for numerical algorithms (65Y15)

Related Items

On efficiently combining limited-memory and trust-region techniques, A new multipoint symmetric secant method with a dense initial matrix, On solving L-SR1 trust-region subproblems, Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints, MSS

Uses Software

• Matlab
• L-BFGS
• CUTEr
• SifDec
• GQTPAR
• CUTE
• NSOIA
• HSL-VF05

Cites Work

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• A practical method for solving large-scale TRS
• A modified nearly exact method for solving low-rank trust region subproblem
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• Two new unconstrained optimization algorithms which use function and gradient values
• Representations of quasi-Newton matrices and their use in limited memory methods
• On the truncated conjugate gradient method
• Shifted L-BFGS systems
• Computing a Trust Region Step
• Iterative Methods for Finding a Trust-region Step
• A Subspace Minimization Method for the Trust-Region Step
• Solving the quadratic trust-region subproblem in a low-memory BFGS framework
• Updating Quasi-Newton Matrices with Limited Storage
• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
• CUTE
• Trust Region Methods
• Solving the Trust-Region Subproblem using the Lanczos Method
• CUTEr and SifDec
• Benchmarking optimization software with performance profiles.