Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization

Cites Work

Computing a Trust Region Step
Algorithm 813
CUTE
Benchmarking optimization software with performance profiles.
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
On the Maximization of a Concave Quadratic Function with Box Constraints
A new matrix-free algorithm for the large-scale trust-region subproblem
Computing Optimal Locally Constrained Steps
Large-scale active-set box-constrained optimization method with spectral projected gradients
Newton’s Method with a Model Trust Region Modification
A new trust region algorithm for bound constrained minimization
Inexact spectral projected gradient methods on convex sets
A limited-memory multipoint symmetric secant method for bound constrained optimization
A trust-region strategy for minimization on arbitrary domains
A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization

Cited In (17)

A matrix-free trust-region Newton algorithm for convex-constrained optimization
A nonlinear programming model with implicit variables for packing ellipsoids
Complexity and performance of an Augmented Lagrangian algorithm
On Regularization and Active-set Methods with Complexity for Constrained Optimization
An active-set projected trust region algorithm for box constrained optimization problems
A multivariate spectral projected gradient method for bound constrained optimization
Packing ellipsoids by nonlinear optimization
Constrained optimization with integer and continuous variables using inexact restoration and projected gradients
Second-order negative-curvature methods for box-constrained and general constrained optimization
Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
On the use of third-order models with fourth-order regularization for unconstrained optimization
Solving bound constrained optimization via a new nonmonotone spectral projected gradient method
A filter-trust-region method for simple-bound constrained optimization
A decomposition method for Lasso problems with zero-sum constraint
Evaluating bound-constrained minimization software

Uses Software

SPG
CUTEr

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