A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization

DOI10.1080/03155986.2019.1624490MaRDI QIDQ5882393zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

nonlinear optimizationunconstrained optimizationtrust-region algorithmsJulia programming languageadaptive cubic regularization methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 3725604 (Why is no real title available?)
• scientific article; zbMATH DE number 1424214 (Why is no real title available?)
• A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
• A method for the solution of certain non-linear problems in least squares
• ARC\(_q\): a new adaptive regularization by cubics
• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• Algorithm 778: L-BFGS-B
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Benchmarking optimization software with performance profiles.
• Computing a Trust Region Step
• Fast CG-Based Methods for Tikhonov--Phillips Regularization
• Iterative methods for finding a trust-region step
• JuMP: a modeling language for mathematical optimization
• Julia: a fresh approach to numerical computing
• MA57---a code for the solution of sparse symmetric definite and indefinite systems
• Maximization by Quadratic Hill-Climbing
• Minimizing a quadratic over a sphere
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Solving the Trust-Region Subproblem using the Lanczos Method
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Trust Region Methods

Cited in

(4)

• On the use of the energy norm in trust-region and adaptive cubic regularization subproblems
• Scalable adaptive cubic regularization methods
• Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
• A Class of Trust-Region Methods for Parallel Optimization

Describes a project that uses

Uses Software

• MA57
• L-BFGS-B
• L-BFGS
• Ipopt
• mctoolbox
• LBFGS-B
• GQTPAR
• HSL_MA97
• Julia
• JuMP

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