CUTEr and SifDec

From MaRDI portal
Publication:5461068

DOI10.1145/962437.962439zbMath1068.90526OpenAlexW2085137170WikidataQ58185826 ScholiaQ58185826MaRDI QIDQ5461068

Nicholas I. M. Gould, Dominique Orban, Phillipe L. Toint

Publication date: 21 July 2005

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

Full work available at URL: https://doi.org/10.1145/962437.962439




Related Items

A hybrid scaling parameter for the scaled memoryless BFGS method based on the ℓ matrix normAn adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimizationInexact variable metric method for convex-constrained optimization problemsSimultaneous iterative solutions for the trust-region and minimum eigenvalue subproblemA non-monotone trust region algorithm for unconstrained optimization with dynamic reference iteration updates using filterTwo optimal Dai–Liao conjugate gradient methodsNew nonlinear conjugate gradient methods based on optimal Dai-Liao parametersA hybridization of the Hestenes–Stiefel and Dai–Yuan conjugate gradient methods based on a least-squares approachA new class of efficient and globally convergent conjugate gradient methods in the Dai–Liao familyRandom derivative-free algorithm for solving unconstrained or bound constrained continuously differentiable non-linear problemsDesigning an Optimal Search Algorithm with Respect to Prior InformationA modified conjugate gradient method based on a modified secant equationUsing constraint preconditioners with regularized saddle-point problemsAn interior point method for nonlinear programming with infeasibility detection capabilitiesShifted L-BFGS systemsNew conjugate gradient-like methods for unconstrained optimizationSolving polynomial least squares problems via semidefinite programming relaxationsImproved convergence order for augmented penalty algorithmsAn inexact projected LM type algorithm for solving convex constrained nonlinear equationsAn augmented Lagrangian trust region method for equality constrained optimizationA Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple BoundsTwo families of self-adjusting spectral hybrid DL conjugate gradient methods and applications in image denoisingA family of hybrid conjugate gradient method with restart procedure for unconstrained optimizations and image restorationsAn Accelerated Three-Term Extension of a Descent Nonlinear Conjugate Gradient MethodTwo families of hybrid conjugate gradient methods with restart procedures and their applicationsA three-term conjugate gradient algorithm with restart procedure to solve image restoration problemsNonmonotone quasi-Newton-based conjugate gradient methods with application to signal processingA three-term conjugate gradient method with a random parameter for large-scale unconstrained optimization and its application in regression modelA hybrid BB-type method for solving large scale unconstrained optimizationA family of the modified three-term Hestenes-Stiefel conjugate gradient method with sufficient descent and conjugacy conditionsA regularized limited memory subspace minimization conjugate gradient method for unconstrained optimizationA NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEMA block triangular preconditioner for a class of three-by-three block saddle point problemsA restart scheme for the memoryless BFGS methodA descent family of the spectral Hestenes–Stiefel method by considering the quasi-Newton methodAdaptive sampling quasi-Newton methods for zeroth-order stochastic optimizationA spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraintsSecant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant conditionA modified conjugate gradient method for general convex functionsA modified secant equation quasi-Newton method for unconstrained optimizationUnnamed ItemA modified Hestenes–Stiefel conjugate gradient method with an optimal propertyA new modified scaled conjugate gradient method for large-scale unconstrained optimization with non-convex objective functionUnnamed ItemAn adaptive nonmonotone trust region algorithmGlobally Solving Nonconvex Quadratic Programs via Linear Integer Programming TechniquesA New Dai-Liao Conjugate Gradient Method with Optimal Parameter ChoiceA Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian InformationThe Mesh Adaptive Direct Search Algorithm for Granular and Discrete VariablesImplementing a Smooth Exact Penalty Function for General Constrained Nonlinear OptimizationAn alternative globalization strategy for unconstrained optimizationImproving the Dai-Liao parameter choices using a fixed point equationA NONMONOTONE FILTER BARZILAI-BORWEIN METHOD FOR OPTIMIZATIONAN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITYOptimizing partially separable functions without derivativesA Modified PRP Conjugate Gradient Algorithm with Trust Region for Optimization ProblemsUse of quadratic models with mesh-adaptive direct search for constrained black box optimizationA new nonmonotone line search technique for unconstrained optimizationSparse Hessian factorization in curved trajectories for unconstrained minimizationA filter-trust-region method for simple-bound constrained optimizationUnnamed ItemWorst case complexity of direct search under convexityAn efficient adaptive scaling parameter for the spectral conjugate gradient methodA new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problemsA Conjugate Gradient Method Based on a Modified Secant Relation for Unconstrained OptimizationA Shifted Primal-Dual Penalty-Barrier Method for Nonlinear OptimizationAdaptive augmented Lagrangian methods: algorithms and practical numerical experienceMATRIX ANALYSES ON THE DAI–LIAO CONJUGATE GRADIENT METHODA descent hybrid modification of the Polak–Ribière–Polyak conjugate gradient methodTrust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth CaseAn active-set trust-region method for derivative-free nonlinear bound-constrained optimizationA cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniquesHow much do approximate derivatives hurt filter methods?Two hybrid nonlinear conjugate gradient methods based on a modified secant equationAn adaptive nonmonotone trust region method based on a modified scalar approximation of the Hessian in the successive quadratic subproblemsDirect Search Based on Probabilistic DescentUnnamed ItemComputationally Efficient Decompositions of Oblique Projection MatricesUnnamed ItemA trust region method based on a new affine scaling technique for simple bounded optimizationA modified two-point stepsize gradient algorithm for unconstrained minimizationFrom global to local convergence of interior methods for nonlinear optimizationA hybrid conjugate gradient method based on a quadratic relaxation of the Dai–Yuan hybrid conjugate gradient parameterAn affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraintsLarge-Scale Optimization with Linear Equality Constraints Using Reduced Compact RepresentationAlgorithm 943A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained OptimizationTwo modified spectral conjugate gradient methods and their global convergence for unconstrained optimizationMesh-based Nelder-Mead algorithm for inequality constrained optimizationSome modified conjugate gradient methods for unconstrained optimizationTrust region algorithm with two subproblems for bound constrained problemsVariable parameter Uzawa method for solving a class of block three-by-three saddle point problemsAn optimal parameter for Dai-Liao family of conjugate gradient methodsA modified scaling parameter for the memoryless BFGS updating formulaA new regularized quasi-Newton algorithm for unconstrained optimizationA stabilized filter SQP algorithm for nonlinear programmingA family of second-order methods for convex \(\ell _1\)-regularized optimizationPrimal and dual active-set methods for convex quadratic programmingStarting-point strategies for an infeasible potential reduction methodAn inexact Newton method for nonconvex equality constrained optimizationBest practices for comparing optimization algorithmsTwo accelerated nonmonotone adaptive trust region line search methodsTwo extensions of the Dai-Liao method with sufficient descent property based on a penalization schemeAn improved Perry conjugate gradient method with adaptive parameter choiceMonotone projected gradient methods for large-scale box-constrained quadratic programmingEfficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision spaceA modified nearly exact method for solving low-rank trust region subproblemLine search filter inexact secant methods for nonlinear equality constrained optimizationA spectral dai-yuan-type conjugate gradient method for unconstrained optimizationA restoration-free filter SQP algorithm for equality constrained optimizationA note on the use of vector barrier parameters for interior-point methodsUsing improved directions of negative curvature for the solution of bound-constrained nonconvex problemsSymmetric Perry conjugate gradient methodPreconditioning Newton-Krylov methods in nonconvex large scale optimizationTwo modified scaled nonlinear conjugate gradient methodsA matrix-free approach to build band preconditioners for large-scale bound-constrained optimizationA non-monotone line search algorithm for unconstrained optimizationSobolev seminorm of quadratic functions with applications to derivative-free optimizationLow-rank update of preconditioners for the inexact Newton method with SPD JacobianA new nonmonotone adaptive retrospective trust region method for unconstrained optimization problemsA new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problemsOn the nonmonotonicity degree of nonmonotone line searchesAugmented Lagrangian method with nonmonotone penalty parameters for constrained optimizationHow good are extrapolated bi-projection methods for linear feasibility problems?A projected-gradient interior-point algorithm for complementarity problemsA superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimizationA primal-dual augmented LagrangianTRESNEI, a MATLAB trust-region solver for systems of nonlinear equalities and inequalitiesOuter trust-region method for constrained optimizationTwo effective hybrid conjugate gradient algorithms based on modified BFGS updatesOn a two-phase approximate greatest descent method for nonlinear optimization with equality constraintsA combined class of self-scaling and modified quasi-Newton methodsA nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimizationThe flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraintsSparse quasi-Newton updates with positive definite matrix completionAn indicator for the switch from derivative-free to derivative-based optimizationAn improved nonlinear conjugate gradient method with an optimal propertyA variance-based method to rank input variables of the mesh adaptive direct search algorithmTwo modified three-term conjugate gradient methods with sufficient descent propertyAn efficient Barzilai-Borwein conjugate gradient method for unconstrained optimizationModification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient methodStudy of a primal-dual algorithm for equality constrained minimizationAn affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programmingAnalysis of sparse quasi-Newton updates with positive definite matrix completionA derivative-free algorithm for systems of nonlinear inequalitiesA strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimizationAn adaptive augmented Lagrangian method for large-scale constrained optimizationGlobally convergent evolution strategiesOptimization of algorithms with OPALMINQ8: general definite and bound constrained indefinite quadratic programmingInterior-point methods for nonconvex nonlinear programming: Regularization and warmstartsOn optimality of two adaptive choices for the parameter of Dai-Liao methodDai-Kou type conjugate gradient methods with a line search only using gradientGlobal optimization test problems based on random field compositionEfficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithmA class of adaptive dai-liao conjugate gradient methods based on the scaled memoryless BFGS updateStructured regularization for barrier NLP solversA coordinate gradient descent method for nonsmooth separable minimizationA modified three-term PRP conjugate gradient algorithm for optimization modelsImproved Fletcher-Reeves and Dai-Yuan conjugate gradient methods with the strong Wolfe line searchA modified three-term conjugate gradient method with sufficient descent propertyA retrospective trust-region method for unconstrained optimizationUpdating the regularization parameter in the adaptive cubic regularization algorithmA filter trust-region algorithm for unconstrained optimization with strong global convergence propertiesAdaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical resultsInverse problems and solution methods for a class of nonlinear complementarity problemsAn interior-point piecewise linear penalty method for nonlinear programmingCombining and scaling descent and negative curvature directionsCONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithmOn solving trust-region and other regularised subproblems in optimizationA curvilinear method based on minimal-memory BFGS updatesConvergence analysis of a modified BFGS method on convex minimizationsA limited memory steepest descent methodComputation of sparse low degree interpolating polynomials and their application to derivative-free optimizationA modified nonmonotone trust region line search methodA linear hybridization of the Hestenes-Stiefel method and the memoryless BFGS techniqueDynamic updates of the barrier parameter in primal-dual methods for nonlinear programmingA nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimizationA regularized Newton method without line search for unconstrained optimizationA subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimizationLimited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimizationRecognizing underlying sparsity in optimizationTrust-region and other regularisations of linear least-squares problemsCUTErSifDecA modified PRP conjugate gradient methodA modified BFGS algorithm based on a hybrid secant equationA numerical evaluation of several stochastic algorithms on selected continuous global optimization test problemsA matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimizationA nonmonotone inexact Newton method for unconstrained optimizationAccelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS updateNew LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programmingA regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementationsA mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimizationA globally convergent hybrid conjugate gradient method and its numerical behaviorsA new subspace minimization conjugate gradient method based on conic model for large-scale unconstrained optimizationAn extended projected residual algorithm for solving smooth convex optimization problemsTwo sufficient descent three-term conjugate gradient methods for unconstrained optimization problems with applications in compressive sensingA method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimizationA new trust region filter algorithmOn a globally convergent trust region algorithm with infeasibility control for equality constrained optimizationA truncated Newton method in an augmented Lagrangian framework for nonlinear programmingSecond-order negative-curvature methods for box-constrained and general constrained optimizationOptimal scaling parameters for spectral conjugate gradient methodsA penalty-interior-point algorithm for nonlinear constrained optimizationA new family of hybrid three-term conjugate gradient methods with applications in image restorationOn efficiently combining limited-memory and trust-region techniquesA frame-based conjugate gradients direct search method with radial basis function interpolation modelNonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty modelA hybrid quasi-Newton method with application in sparse recoveryA descent extension of the Polak-Ribière-Polyak conjugate gradient methodA modified nonmonotone BFGS algorithm for unconstrained optimizationA comparison of reduced and unreduced KKT systems arising from interior point methodsEvaluating bound-constrained minimization softwareAn active set feasible method for large-scale minimization problems with bound constraintsSpectral analysis of the preconditioned system for the \(3 \times 3\) block saddle point problemAn augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilitiesAn efficient gradient method with approximately optimal stepsize based on tensor model for unconstrained optimizationA quadratic hybridization of Polak-Ribière-Polyak and Fletcher-Reeves conjugate gradient methodsA comparison of methods for traversing regions of non-convexity in optimization problemsA modified scaled memoryless symmetric rank-one methodA modified descent Polak-Ribiére-Polyak conjugate gradient method with global convergence property for nonconvex functionsEfficient use of parallelism in algorithmic parameter optimization applicationsOn the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple boundsHow good are projection methods for convex feasibility problems?Local analysis of the feasible primal-dual interior-point methodA trust region affine scaling method for bound constrained optimizationBenchmarking nonlinear optimization software in technical computing environmentsA new subspace minimization conjugate gradient method based on modified secant equation for unconstrained optimizationA modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimizationA local search method for costly black-box problems and its application to CSP plant start-up optimization refinementA Bregman extension of quasi-Newton updates. II: Analysis of robustness propertiesGlobal convergence of a general filter algorithm based on an efficiency condition of the stepOn the iterative solution of KKT systems in potential reduction software for large-scale quadratic problemsIterative computation of negative curvature directions in large scale optimizationCombining cross-entropy and MADS methods for inequality constrained global optimizationAnalysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensingAn improved Polak-Ribière-Polyak conjugate gradient method with an efficient restart directionA new modified BFGS method for unconstrained optimization problemsNonmonotone projected gradient methods based on barrier and Euclidean distancesAn inexact and nonmonotone proximal method for smooth unconstrained minimizationGlobally solving nonconvex quadratic programming problems via completely positive programmingA primal-dual regularized interior-point method for convex quadratic programsAn improved sequential quadratic programming algorithm for solving general nonlinear programming problemsTwo--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step lengthNonmonotone adaptive trust region method with line search based on new diagonal updatingOn the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programmingA nonmonotone PRP conjugate gradient method for solving square and under-determined systems of equationsAn interior algorithm for nonlinear optimization that combines line search and trust region stepsA hybridization of the Polak-Ribière-Polyak and Fletcher-Reeves conjugate gradient methodsA subspace implementation of quasi-Newton trust region methods for unconstrained optimizationUsing nonlinear functions to approximate a new quasi-Newton method for unconstrained optimization problemsTwo adaptive Dai-Liao nonlinear conjugate gradient methodsA new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimizationNew line search methods for unconstrained optimizationAn augmented memoryless BFGS method based on a modified secant equation with application to compressed sensingA feasible filter SQP algorithm with global and local convergenceThe Dai-Liao nonlinear conjugate gradient method with optimal parameter choicesA class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximationsOn the use of iterative methods in cubic regularization for unconstrained optimizationA family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimizationGlobal convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line searchNew subspace minimization conjugate gradient methods based on regularization model for unconstrained optimizationCompact representations of structured BFGS matricesNonlinear analysis: optimization methods, convergence theory, and applicationsCorrigendum to: ``Krasnosel'skii type hybrid fixed point theorems and their applications to fractional integral equationsAn improved Dai-Kou conjugate gradient algorithm for unconstrained optimizationA new descent spectral Polak-Ribière-Polyak method based on the memoryless BFGS updateTwo nonmonotone trust region algorithms based on an improved Newton methodAn improved nonmonotone adaptive trust region method.The global proof of the Polak-Ribière-Polak algorithm under the YWL inexact line search techniqueA \(q\)-Polak-Ribière-Polyak conjugate gradient algorithm for unconstrained optimization problemsA subspace minimization conjugate gradient method based on conic model for unconstrained optimizationA dense initialization for limited-memory quasi-Newton methodsA new hybrid conjugate gradient method for large-scale unconstrained optimization problem with non-convex objective functionDiagonally scaled memoryless quasi-Newton methods with application to compressed sensingA nonmonotone scaled Fletcher-Reeves conjugate gradient method with application in image reconstructionAn optimal parameter choice for the Dai-Liao family of conjugate gradient methods by avoiding a direction of the maximum magnification by the search direction matrixA derivative-free trust-funnel method for equality-constrained nonlinear optimizationA nonmonotone hybrid conjugate gradient method for unconstrained optimizationSeveral accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problemsTwo classes of spectral conjugate gradient methods for unconstrained optimizationsA modified self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method for unconstrained optimizationRecent advances in trust region algorithmsCUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimizationOptimality properties of an augmented Lagrangian method on infeasible problemsDai-Liao extensions of a descent hybrid nonlinear conjugate gradient method with application in signal processingThe optimization test environment


Uses Software