CUTEr

swMATH4010MaRDI QIDQ16200FDOQ16200

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Described by source

• CUTEr and SifDec

Cited In (only showing first 100 items - show all)

• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
• A Subspace Modified PRP Method for Large-scale Nonlinear Box-Constrained Optimization
• A globally convergent penalty-free method for optimization with equality constraints and simple bounds
• Spectral method and its application to the conjugate gradient method
• Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
• The cyclic Barzilai-–Borwein method for unconstrained optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• A family of second-order methods for convex \(\ell _1\)-regularized optimization
• The optimization test environment
• Title not available (Why is that?)
• An efficient modification of the Hestenes-Stiefel nonlinear conjugate gradient method with restart property
• Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
• Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization
• A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
• On Hager and Zhang's conjugate gradient method with guaranteed descent
• The convergence of conjugate gradient method with nonmonotone line search
• CasADi: A Symbolic Package for Automatic Differentiation and Optimal Control
• Preconditioning Newton-Krylov methods in nonconvex large scale optimization
• Global and local convergence of a class of penalty-free-type methods for nonlinear programming
• Another improved Wei-Yao-Liu nonlinear conjugate gradient method with sufficient descent property
• Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization
• Direct Search Based on Probabilistic Descent
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• A modified PRP conjugate gradient method
• An inexact Newton method for nonconvex equality constrained optimization
• Nonlinear programming without a penalty function or a filter
• An improved strongly sub-feasible SSLE method for optimization problems and numerical experiments
• Spectral scaling BFGS method
• A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization
• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• Recognizing underlying sparsity in optimization
• A limited memory steepest descent method
• PSwarm: a hybrid solver for linearly constrained global derivative-free optimization
• Scaled memoryless symmetric rank one method for large-scale optimization
• A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
• Worst case complexity of direct search under convexity
• Computing sparse Hessians with automatic differentiation
• Trust-region and other regularisations of linear least-squares problems
• A conic trust-region method and its convergence properties
• An improved Wei-Yao-Liu nonlinear conjugate gradient method for optimization computation
• Optimization theory and methods. Nonlinear programming
• Scaled conjugate gradient algorithms for unconstrained optimization
• An acceleration of gradient descent algorithm with backtracking for unconstrained opti\-mi\-za\-tion
• Algorithm 778: L-BFGS-B
• Algorithm 765: STENMIN—a software package for large, sparse unconstrained optimization using tensor methods
• A numerical study of limited memory BFGS methods
• On the behavior of the gradient norm in the steepest descent method
• SDPLIB 1.2, a library of semidefinite programming test problems
• A spectral dai-yuan-type conjugate gradient method for unconstrained optimization
• A Three-Term Conjugate Gradient Method with Sufficient Descent Property for Unconstrained Optimization
• Improved Fletcher-Reeves and Dai-Yuan conjugate gradient methods with the strong Wolfe line search
• A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
• Second-order negative-curvature methods for box-constrained and general constrained optimization
• Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
• Another hybrid conjugate gradient algorithm for unconstrained optimization
• Title not available (Why is that?)
• A repository of convex quadratic programming problems
• Solving the Trust-Region Subproblem using the Lanczos Method
• CUTE
• Algorithm 943
• MA57---a code for the solution of sparse symmetric definite and indefinite systems
• TRESNEI, a MATLAB trust-region solver for systems of nonlinear equalities and inequalities
• Algorithm 813
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
• Optimization of algorithms with OPAL
• Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
• A Dai-Yuan conjugate gradient algorithm with sufficient descent and conjugacy conditions for unconstrained optimization
• Algorithm 909
• On the solution of equality constrained quadratic programming problems arising in optimization
• Numerical solution of saddle point problems
• A trust region method based on a new affine scaling technique for simple bounded optimization
• Improving ultimate convergence of an augmented Lagrangian method
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• Spectral conjugate gradient methods with sufficient descent property for large-scale unconstrained optimization
• qpOASES: a parametric active-set algorithm for~quadratic programming
• Dynamic Control of Infeasibility in Equality Constrained Optimization
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
• Recent progress in unconstrained nonlinear optimization without derivatives
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• A New Active Set Algorithm for Box Constrained Optimization
• A Nonlinear Conjugate Gradient Algorithm with an Optimal Property and an Improved Wolfe Line Search
• Symmetric Perry conjugate gradient method
• Globally convergent three-term conjugate gradient methods that use secant conditions and generate descent search directions for unconstrained optimization
• Some descent three-term conjugate gradient methods and their global convergence
• MINQ8: general definite and bound constrained indefinite quadratic programming
• Preprocessing for quadratic programming
• A coordinate gradient descent method for nonsmooth separable minimization
• Acceleration of conjugate gradient algorithms for unconstrained optimization
• Nonlinear conjugate gradient methods with sufficient descent condition for large-scale unconstrained optimization
• An adaptive trust region method based on simple conic models
• A new framework for the computation of Hessians
• A primal-dual interior-point algorithm for nonlinear least squares constrained problems
• A regularized Newton method without line search for unconstrained optimization
• Mixed integer nonlinear programming tools: a practical overview
• Efficient use of parallelism in algorithmic parameter optimization applications
• A modified three-term conjugate gradient method with sufficient descent property

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