A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization
DOI10.1080/03155986.2019.1624490OpenAlexW2965596841WikidataQ127434029 ScholiaQ127434029MaRDI QIDQ5882393FDOQ5882393
Authors: Jean-Pierre Dussault
Publication date: 15 March 2023
Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03155986.2019.1624490
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Cites Work
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Computing a Trust Region Step
- Algorithm 778: L-BFGS-B
- Julia: a fresh approach to numerical computing
- JuMP: a modeling language for mathematical optimization
- Solving the Trust-Region Subproblem using the Lanczos Method
- Benchmarking optimization software with performance profiles.
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- A method for the solution of certain non-linear problems in least squares
- Trust Region Methods
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- Title not available (Why is that?)
- Iterative methods for finding a trust-region step
- A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Fast CG-Based Methods for Tikhonov--Phillips Regularization
- Minimizing a quadratic over a sphere
- Maximization by Quadratic Hill-Climbing
- Title not available (Why is that?)
- ARC\(_q\): a new adaptive regularization by cubics
Cited In (4)
- A Class of Trust-Region Methods for Parallel Optimization
- Scalable adaptive cubic regularization methods
- Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
- On the use of the energy norm in trust-region and adaptive cubic regularization subproblems
Uses Software
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