SifDec

swMATH4087MaRDI QIDQ16274FDOQ16274

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Described by source

• CUTEr and SifDec

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

• 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
• 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
• Two classes of spectral conjugate gradient methods for unconstrained optimizations
• An improved Polak-Ribière-Polyak conjugate gradient method with an efficient restart direction
• Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives
• Computationally Efficient Decompositions of Oblique Projection Matrices
• Mesh-based Nelder-Mead algorithm for inequality constrained optimization
• Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
• A modified secant equation quasi-Newton method for unconstrained optimization
• Asynchronous Parallel Generating Set Search for Linearly Constrained Optimization
• A comparison of reduced and unreduced KKT systems arising from interior point methods
• A scaled conjugate gradient method with moving asymptotes for unconstrained optimization problems
• Best practices for comparing optimization algorithms
• A frame-based conjugate gradients direct search method with radial basis function interpolation model
• A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization
• An improved Perry conjugate gradient method with adaptive parameter choice
• Title not available (Why is that?)
• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
• Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
• New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
• Efficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision space
• Compact representations of structured BFGS matrices
• Minimizing the Condition Number for Small Rank Modifications
• Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
• A new subspace minimization conjugate gradient method based on modified secant equation for unconstrained optimization
• A feasible filter SQP algorithm with global and local convergence
• A retrospective trust-region method for unconstrained optimization
• An improved Dai-Kou conjugate gradient algorithm for unconstrained optimization
• A subspace minimization conjugate gradient method based on conic model for unconstrained optimization
• A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations
• Corrigendum to: ``Krasnosel'skii type hybrid fixed point theorems and their applications to fractional integral equations
• Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
• A nonmonotone inexact Newton method for unconstrained optimization
• A regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementations
• A \(q\)-Polak-Ribière-Polyak conjugate gradient algorithm for unconstrained optimization problems
• A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
• Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
• A new subspace minimization conjugate gradient method based on conic model for large-scale unconstrained optimization
• A dense initialization for limited-memory quasi-Newton methods
• The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables
• Spectral analysis of the preconditioned system for the \(3 \times 3\) block saddle point problem
• Evaluating bound-constrained minimization software
• A modified nonmonotone BFGS algorithm for unconstrained optimization
• Two modified spectral conjugate gradient methods and their global convergence for unconstrained optimization
• On the use of iterative methods in cubic regularization for unconstrained optimization
• A derivative-free algorithm for systems of nonlinear inequalities
• Combining cross-entropy and MADS methods for inequality constrained global optimization
• Modification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient method
• A Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple Bounds
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Infeasibility Detection and SQP Methods for Nonlinear Optimization
• An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
• 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
• Iterative Methods for Finding a Trust-region Step
• A Subspace Minimization Method for the Trust-Region Step
• Nonmonotone adaptive trust region method with line search based on new diagonal updating
• The optimization test environment
• A note on the use of vector barrier parameters for interior-point methods
• An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• A sequential quadratic programming algorithm with an additional equality constrained phase
• Preconditioning Newton-Krylov methods in nonconvex large scale optimization
• Benchmarking nonlinear optimization software in technical computing environments
• A modified PRP conjugate gradient method
• An inexact Newton method for nonconvex equality constrained optimization
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• Some modified conjugate gradient methods 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
• Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
• A limited memory steepest descent method
• PSwarm: a hybrid solver for linearly constrained global derivative-free optimization
• A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
• Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
• Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems
• An optimal parameter for Dai-Liao family of conjugate gradient methods
• Trust-region and other regularisations of linear least-squares problems
• A primal-dual augmented Lagrangian
• Optimization theory and methods. Nonlinear programming
• A variance-based method to rank input variables of the mesh adaptive direct search algorithm
• Iterative computation of negative curvature directions in large scale optimization
• SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
• An active set feasible method for large-scale minimization problems with bound constraints
• A combined class of self-scaling and modified quasi-Newton methods
• Convergence analysis of a modified BFGS method on convex minimizations
• A spectral dai-yuan-type conjugate gradient method for unconstrained optimization
• A modified BFGS algorithm based on a hybrid secant equation
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• 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
• New line search methods for unconstrained optimization
• Improved Fletcher-Reeves and Dai-Yuan conjugate gradient methods with the strong Wolfe line search
• A Globally Convergent Linearly Constrained Lagrangian Method for Nonlinear Optimization

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