SIFDecode

swMATH4087MaRDI QIDQ16274FDOQ16274

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Official website: https://github.com/ralna/SIFDecode

Described by source

• CUTEr and SifDec

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

• 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
• Infeasibility Detection and SQP Methods for Nonlinear Optimization
• A Subspace Minimization Method for the Trust-Region Step
• Nonmonotone adaptive trust region method with line search based on new diagonal updating
• 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
• An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems
• 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
• Benchmarking nonlinear optimization software in technical computing environments
• Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
• A modified conjugate gradient method based on a modified secant equation
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• A penalty-interior-point algorithm for nonlinear constrained optimization
• A primal-dual augmented Lagrangian
• A variance-based method to rank input variables of the mesh adaptive direct search algorithm
• On the efficient computation of sparsity patterns for Hessians
• A preconditioning framework for sequences of diagonally modified linear systems arising in optimization
• 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 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
• Starting-point strategies for an infeasible potential reduction method
• New line search methods for unconstrained optimization
• A Globally Convergent Linearly Constrained Lagrangian Method for Nonlinear Optimization
• Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
• A non-monotone line search algorithm for unconstrained optimization
• On solving trust-region and other regularised subproblems in optimization
• On the local convergence of a derivative-free algorithm for least-squares minimization
• Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
• Updating the regularization parameter in the adaptive cubic regularization algorithm
• A second derivative SQP method: global convergence
• ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
• How good are extrapolated bi-projection methods for linear feasibility problems?
• An improved nonlinear conjugate gradient method with an optimal property
• Optimizing partially separable functions without derivatives
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
• Study of a primal-dual algorithm for equality constrained minimization
• On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
• Globally solving nonconvex quadratic programming problems via completely positive programming
• Iterative methods for finding a trust-region step
• A nonmonotone filter Barzilai-Borwein method for optimization
• A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• 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
• A new nonmonotone line search technique for unconstrained optimization
• 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 feasible active set method for strictly convex quadratic problems with simple bounds
• How good are projection methods for convex feasibility problems?
• A modified self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method for unconstrained optimization
• Recent advances in trust region algorithms
• A derivative-free algorithm for inequality constrained nonlinear programming via smoothing of an \(\ell_\infty\) penalty function
• A restoration-free filter SQP algorithm for equality constrained optimization
• A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization
• Validated Solutions of Saddle Point Linear Systems
• An interior-point piecewise linear penalty method for nonlinear programming
• An inexact and nonmonotone proximal method for smooth unconstrained minimization
• Two effective hybrid conjugate gradient algorithms based on modified BFGS updates
• Monotone projected gradient methods for large-scale box-constrained quadratic programming
• A New Dai-Liao Conjugate Gradient Method with Optimal Parameter Choice
• A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
• 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
• 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
• Preconditioning Newton-Krylov methods in nonconvex large scale optimization
• A modified PRP conjugate gradient method
• An inexact Newton method for nonconvex equality constrained optimization
• Some modified conjugate gradient methods for unconstrained optimization
• Trust region algorithm with two subproblems for bound constrained problems
• 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
• Optimization theory and methods. Nonlinear programming
• An interior-point algorithm for large-scale nonlinear optimization with inexact step computations

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