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Cited in
(only showing first 100 items - show all)- Preconditioning saddle-point systems with applications in optimization
- A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
- Implementing Generating Set Search Methods for Linearly Constrained Minimization
- A modified conjugate gradient method for general convex functions
- A Modified PRP Conjugate Gradient Algorithm with Trust Region for Optimization Problems
- A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information
- MINPACK
- A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
- A regularized Newton method without line search for unconstrained optimization
- Sobolev seminorm of quadratic functions with applications to derivative-free optimization
- A nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimization
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- Efficient use of parallelism in algorithmic parameter optimization applications
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Two classes of spectral conjugate gradient methods for unconstrained optimizations
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Two sufficient descent three-term conjugate gradient methods for unconstrained optimization problems with applications in compressive sensing
- A new family of hybrid three-term conjugate gradient methods with applications in image restoration
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Nonmonotone adaptive trust region method with line search based on new diagonal updating
- The optimization test environment
- A Subspace Minimization Method for the Trust-Region Step
- An improved Polak-Ribière-Polyak conjugate gradient method with an efficient restart direction
- Low-rank update of preconditioners for the inexact Newton method with SPD Jacobian
- A note on the use of vector barrier parameters for interior-point methods
- Inverse problems and solution methods for a class of nonlinear complementarity problems
- Combining and scaling descent and negative curvature directions
- Computationally Efficient Decompositions of Oblique Projection Matrices
- An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
- Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization
- An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
- An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems
- Designing an optimal search algorithm with respect to prior information
- Preconditioning Newton-Krylov methods in nonconvex large scale optimization
- Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme
- A sequential quadratic programming algorithm with an additional equality constrained phase
- Benchmarking nonlinear optimization software in technical computing environments
- A simple primal-dual feasible interior-point method for nonlinear programming with monotone descent
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- A modified PRP conjugate gradient method
- Some modified conjugate gradient methods for unconstrained optimization
- Trust region algorithm with two subproblems for bound constrained problems
- An inexact Newton method for nonconvex equality constrained optimization
- A modified conjugate gradient method based on a modified secant equation
- The global proof of the Polak-Ribière-Polak algorithm under the YWL inexact line search technique
- OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization
- A limited memory steepest descent method
- A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
- A penalty-interior-point algorithm for nonlinear constrained optimization
- Constraint-Style Preconditioners for Regularized Saddle Point Problems
- A curvilinear method based on minimal-memory BFGS updates
- Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
- PSwarm: a hybrid solver for linearly constrained global derivative-free optimization
- Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- An optimal parameter for Dai-Liao family of conjugate gradient methods
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
- Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems
- Trust-region and other regularisations of linear least-squares problems
- A primal-dual augmented Lagrangian
- A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
- A shifted primal-dual penalty-barrier method for nonlinear optimization
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- A variance-based method to rank input variables of the mesh adaptive direct search algorithm
- A new regularized quasi-Newton algorithm for unconstrained optimization
- An alternative globalization strategy for unconstrained optimization
- Optimization theory and methods. Nonlinear programming
- Implementing a smooth exact penalty function for general constrained nonlinear optimization
- A modified secant equation quasi-Newton method for unconstrained optimization
- An improved nonmonotone adaptive trust region method.
- On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization
- On the efficient computation of sparsity patterns for Hessians
- On efficiently combining limited-memory and trust-region techniques
- A preconditioning framework for sequences of diagonally modified linear systems arising in optimization
- Iterative computation of negative curvature directions in large scale optimization
- An active set feasible method for large-scale minimization problems with bound constraints
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Best practices for comparing optimization algorithms
- A scaled conjugate gradient method with moving asymptotes for unconstrained optimization problems
- Asynchronous Parallel Generating Set Search for Linearly Constrained Optimization
- SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
- An extended projected residual algorithm for solving smooth convex optimization problems
- Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search
- A frame-based conjugate gradients direct search method with radial basis function interpolation model
- A combined class of self-scaling and modified quasi-Newton methods
- Convergence analysis of a modified BFGS method on convex minimizations
- A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization
- An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
- A new efficient conjugate gradient method for unconstrained optimization
- A modified BFGS algorithm based on a hybrid secant equation
- A spectral dai-yuan-type conjugate gradient method for unconstrained optimization
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- A stabilized filter SQP algorithm for nonlinear programming
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