CUTEr

swMATH4010MaRDI QIDQ16200FDOQ16200

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Described by source

• CUTEr and SifDec

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

• A scaled nonlinear conjugate gradient algorithm for unconstrained optimization
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• Infeasibility Detection and SQP Methods for Nonlinear Optimization
• A Subspace Minimization Method for the Trust-Region Step
• On Modified Factorizations for Large-Scale Linearly Constrained Optimization
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
• Benchmarking Derivative-Free Optimization Algorithms
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• Some modified conjugate gradient methods for unconstrained optimization
• New hybrid conjugate gradient method for unconstrained optimization
• Trust region algorithm with two subproblems for bound constrained problems
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• Constraint-Style Preconditioners for Regularized Saddle Point Problems
• A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
• Globally convergent modified Perry's conjugate gradient method
• Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
• A dwindling filter line search method for unconstrained optimization
• An optimal parameter for Dai-Liao family of conjugate gradient methods
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Global convergence of some modified PRP nonlinear conjugate gradient methods
• New version of the three-term conjugate gradient method based on spectral scaling conjugacy condition that generates descent search direction
• A Globally Convergent Stabilized SQP Method
• A primal-dual augmented Lagrangian
• A variance-based method to rank input variables of the mesh adaptive direct search algorithm
• A self-adaptive three-term conjugate gradient method for monotone nonlinear equations with convex constraints
• A modified scaling parameter for the memoryless BFGS updating formula
• Incomplete Cholesky Factorizations with Limited Memory
• A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
• Two modified scaled nonlinear conjugate gradient methods
• Augmented Lagrangian applied to convex quadratic problems
• A Sequential Linear Constraint Programming Algorithm for NLP
• A conjugate gradient method for unconstrained optimization problems
• Accelerated hybrid conjugate gradient algorithm with modified secant condition for unconstrained optimization
• Hybrid conjugate gradient algorithm for unconstrained optimization
• Notes on the Dai-Yuan-Yuan modified spectral gradient method
• SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
• A combined class of self-scaling and modified quasi-Newton methods
• A nonmonotone filter method for nonlinear optimization
• Convergence analysis of a modified BFGS method on convex minimizations
• New quasi-Newton equation and related methods for unconstrained optimization
• A modified BFGS algorithm based on a hybrid secant equation
• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• A stabilized filter SQP algorithm for nonlinear programming
• Primal and dual active-set methods for convex quadratic programming
• An active set truncated Newton method for large-scale bound constrained optimization
• Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
• A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• The Limited Memory Conjugate Gradient Method
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• A non-monotone line search algorithm for unconstrained optimization
• A primal-dual regularized interior-point method for convex quadratic programs
• On solving trust-region and other regularised subproblems in optimization
• Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
• A trust region affine scaling method for bound constrained optimization
• A quadratic hybridization of Polak-Ribière-Polyak and Fletcher-Reeves conjugate gradient methods
• A projected-gradient interior-point algorithm for complementarity problems
• A comparison of complete global optimization solvers
• Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
• A trust region SQP algorithm for equality constrained parameter estimation with simple parameter bounds
• On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
• A hybridization of the Polak-Ribière-Polyak and Fletcher-Reeves conjugate gradient methods
• Globally solving nonconvex quadratic programming problems via completely positive programming
• Iterative methods for finding a trust-region step
• Benchmarking global optimization and constraint satisfaction codes
• A derivative-free algorithm for least-squares minimization
• Global convergence of a modified Fletcher-Reeves conjugate gradient method with Armijo-type line search
• The Dai-Liao nonlinear conjugate gradient method with optimal parameter choices
• Using constraint preconditioners with regularized saddle-point problems
• A new SQP-filter method for solving nonlinear programming problems.
• A descent extension of the Polak-Ribière-Polyak conjugate gradient method
• An inexact restoration strategy for the globalization of the sSQP method
• Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• A feasible active set method for strictly convex quadratic problems with simple bounds
• Inertia-controlling factorizations for optimization algorithms
• An interior algorithm for nonlinear optimization that combines line search and trust region steps
• How good are projection methods for convex feasibility problems?
• A new method of moving asymptotes for large-scale unconstrained optimization
• A modified self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method for unconstrained optimization
• Recent advances in trust region algorithms
• Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization
• A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization
• A derivative-free algorithm for inequality constrained nonlinear programming via smoothing of an \(\ell_\infty\) penalty function
• A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization
• An inexact and nonmonotone proximal method for smooth unconstrained minimization
• A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
• Mixed integer nonlinear programming tools: an updated practical overview
• A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
• Implementing Generating Set Search Methods for Linearly Constrained Minimization
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical 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

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