On solving trust-region and other regularised subproblems in optimization
From MaRDI portal
Publication:977328
DOI10.1007/s12532-010-0011-7zbMath1193.65098OpenAlexW2157725068MaRDI QIDQ977328
H. Sue Thorne, Daniel P. Robinson, Nicholas I. M. Gould
Publication date: 21 June 2010
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:8ce0ad5b-7623-42e0-ac17-83bb4896606b
Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical computation of solutions to single equations (65H05)
Related Items
A linear-time algorithm for trust region problems, A Nested Lanczos Method for the Trust-Region Subproblem, A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality, An efficient algorithm for solving the generalized trust region subproblem, A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions, Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem, Toward nonquadratic S-lemma: new theory and application in nonconvex optimization, Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint, On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces, On the Generalized Lanczos Trust-Region Method, Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem, Newton-type methods for non-convex optimization under inexact Hessian information, The generalized trust region subproblem, Interior-point methods for nonconvex nonlinear programming: cubic regularization, Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem, trlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problem, An interior-point trust-funnel algorithm for nonlinear optimization, Local nonglobal minima for solving large-scale extended trust-region subproblems, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, Distributed Gauss-Newton optimization method for history matching problems with multiple best matches, QPLIB: a library of quadratic programming instances, New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization, Error estimates for iterative algorithms for minimizing regularized quadratic subproblems, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step, A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint, Distributed quasi-Newton derivative-free optimization method for optimization problems with multiple local optima, On local nonglobal minimum of trust-region subproblem and extension, Error Bounds and Singularity Degree in Semidefinite Programming, The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem, Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method, Recent advances in trust region algorithms, \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smoothing by spline functions. II
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Definiteness and semidefiniteness of quadratic forms revisited
- Trust-region and other regularisations of linear least-squares problems
- A heuristic for the maximum independent set problem based on optimization of a quadratic over a sphere
- A primal-dual trust region algorithm for nonlinear optimization
- Trust-region methods on Riemannian manifolds
- Cubic regularization of Newton method and its global performance
- Minimizing a Quadratic Over a Sphere
- An out-of-core sparse Cholesky solver
- Condition Estimates
- Computing a Trust Region Step
- A numerical evaluation of sparse direct solvers for the solution of large sparse symmetric linear systems of equations
- Iterative Methods for Finding a Trust-region Step
- A Subspace Minimization Method for the Trust-Region Step
- The Multifrontal Solution of Indefinite Sparse Symmetric Linear
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
- FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
- Computing Optimal Locally Constrained Steps
- An Estimate for the Condition Number of a Matrix
- Trust Region Methods
- Solving the Trust-Region Subproblem using the Lanczos Method
- Convex Relaxations of (0, 1)-Quadratic Programming
- Affine conjugate adaptive Newton methods for nonlinear elastomechanics
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- CUTEr and SifDec
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- A numerical evaluation of HSL packages for the direct solution of large sparse, symmetric linear systems of equations
- Benchmarking optimization software with performance profiles.
