SifDec

swMATH4087MaRDI QIDQ16274FDOQ16274

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• CUTEr and SifDec

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

• A regularized Newton method without line search for unconstrained optimization
• A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
• Sobolev seminorm of quadratic functions with applications to derivative-free optimization
• Efficient use of parallelism in algorithmic parameter optimization applications
• Low-rank update of preconditioners for the inexact Newton method with SPD Jacobian
• An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems
• Inverse problems and solution methods for a class of nonlinear complementarity problems
• Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization
• Combining and scaling descent and negative curvature directions
• Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme
• 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 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
• A penalty-interior-point algorithm for nonlinear constrained optimization
• A curvilinear method based on minimal-memory BFGS updates
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• A new regularized quasi-Newton algorithm for unconstrained optimization
• On efficiently combining limited-memory and trust-region techniques
• Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search
• A new efficient conjugate gradient method for unconstrained optimization
• Nonlinearly Constrained Optimization Using Heuristic Penalty Methods and Asynchronous Parallel Generating Set Search
• Optimality properties of an augmented Lagrangian method on infeasible problems
• Starting-point strategies for an infeasible potential reduction method
• Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
• Adaptive Barrier Update Strategies for Nonlinear Interior Methods
• A nonmonotone hybrid conjugate gradient method for unconstrained optimization
• An Inexact SQP Method for Equality Constrained Optimization
• Updating the regularization parameter in the adaptive cubic regularization algorithm
• A second derivative SQP method: global convergence
• Nonconvex optimization using negative curvature within a modified linesearch
• Line search filter inexact secant methods for nonlinear equality constrained optimization
• An improved nonlinear conjugate gradient method with an optimal property
• Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
• Nonmonotone projected gradient methods based on barrier and Euclidean distances
• Optimizing partially separable functions without derivatives
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• Study of a primal-dual algorithm for equality constrained minimization
• Outer trust-region method for constrained optimization
• A nonmonotone filter Barzilai-Borwein method for optimization
• A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
• A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
• Erratum to: ``Nonlinear programming without a penalty function or a filter
• Flexible penalty functions for nonlinear constrained optimization
• Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
• Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions
• An adaptive augmented Lagrangian method for large-scale constrained optimization
• An efficient Barzilai-Borwein conjugate gradient method for unconstrained optimization
• Active-set strategy in Powell's method for optimization without derivatives
• A filter-trust-region method for simple-bound constrained optimization
• A filter trust-region algorithm for unconstrained optimization with strong global convergence properties
• Validated Solutions of Saddle Point Linear Systems
• Convexity and concavity detection in computational graphs: tree walks for convexity assessment
• A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization
• A Preconditioning Framework for Sequences of Diagonally Modified Linear Systems Arising in Optimization
• Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems
• A New Dai-Liao Conjugate Gradient Method with Optimal Parameter Choice
• Numerical research on the sensitivity of nonmonotone trust region algorithms to their parameters
• Preconditioning saddle-point systems with applications in optimization
• Dai-Kou type conjugate gradient methods with a line search only using gradient
• Global optimization test problems based on random field composition
• Structured regularization for barrier NLP solvers
• 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
• 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
• 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

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