Trust-region interior-point method for large sparsel1optimization

DOI10.1080/10556780601114204MaRDI QIDQ5437524zbMATH OpenOpenAlexFDO

Authors Ladislav Lukšan, Ctirad Matonoha, Jan Vlček

Publication date 21 January 2008

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780601114204

zbMATH Keywords

computational experimentslarge-scale optimizationmodified Newton methodsnon-smooth optimizationunconstrained optimization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

• A new matrix-free algorithm for the large-scale trust-region subproblem
• An interior-point algorithm for nonconvex nonlinear programming
• Computing a Trust Region Step
• Direct Solution of Sets of Linear Equations whose Matrix is Sparse, Symmetric and Indefinite
• Estimation of sparse hessian matrices and graph coloring problems
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• Interior‐point method for non‐linear non‐convex optimization
• Newton-type methods for unconstrained and linearly constrained optimization
• Nonlinear programming and nonsmooth optimization by successive linear programming
• On the global convergence of trust region algorithms for unconstrained minimization
• On the superlinear convergence of a trust region algorithm for nonsmooth optimization
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Trust Region Methods

Cited in

(9)

• Truncated trust region methods based on preconditioned iterative subalgorithms for large sparse systems of nonlinear equations
• A partitioned PSB method for partially separable unconstrained optimization problems
• Primal interior point method for minimization of generalized minimax functions
• Primal interior-point method for large sparse minimax optimization
• scientific article; zbMATH DE number 62436 (Why is no real title available?)
• A semismooth Newton method with multidimensional filter globalization for l₁-optimization
• Sparse approximations with interior point methods
• \(\ell_1\)-based construction of polycube maps from complex shapes
• An l-BFGS algorithm for solving large-scale \(\ell_1\) problems

Describes a project that uses

Uses Software

• GQTPAR
• SNOPT
• ve08

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