Algorithm 500

swMATH5275MaRDI QIDQ17415FDOQ17415

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Described by source

• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]

Cited In (72)

• Algorithms with Conic Termination for Nonlinear Optimization
• The scale problem in robust regressionM- estimates
• Accelerated memory-less SR1 method with generalized secant equation for unconstrained optimization
• A note on memory-less SR1 and memory-less BFGS methods for large-scale unconstrained optimization
• Optimal scaling parameters for spectral conjugate gradient methods
• A new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimization
• Scaled nonlinear conjugate gradient methods for nonlinear least squares problems
• A Simulated Annealing-Based Barzilai–Borwein Gradient Method for Unconstrained Optimization Problems
• A new strategy for stress analysis using the finite element method
• A class of accelerated conjugate-gradient-like methods based on a modified secant equation
• Nonlinear Conjugate Gradient Methods for Vector Optimization
• On Variable-Metric Methods for Sparse Hessians
• A modular system of algorithms for unconstrained minimization
• A new algorithm for the Huber estimator in linear models
• Algorithms for non-linear Huber estimation
• Iteration-complexity and asymptotic analysis of steepest descent method for multiobjective optimization on Riemannian manifolds
• Optimal assimilation of current and surface elevation data in a two-dimensional numerical tidal model
• Comparison of advanced large-scale minimization algorithms for the solution of inverse ill-posed problems
• Cubic regularization in symmetric rank-1 quasi-Newton methods
• Application of statistical mechanics methodology to term-structure bond- pricing models
• Vectorization of conjugate-gradient methods for large-scale minimization in meteorology
• Applying powell's symmetrical technique to conjugate gradient methods
• Scaled conjugate gradient algorithms for unconstrained optimization
• Globally convergent conjugate gradient algorithms
• Two modified scaled nonlinear conjugate gradient methods
• Hybrid conjugate gradient algorithm for unconstrained optimization
• Open problems in nonlinear conjugate gradient algorithms for unconstrained optimization
• A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector products
• Accelerated conjugate gradient algorithm with finite difference Hessian/vector product approximation for unconstrained optimization
• The condition of Vandermonde-like matrices involving orthogonal polynomials
• Another nonlinear conjugate gradient algorithm for unconstrained optimization
• Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update
• A deterministic optimization approach for solving the rainfall disaggregation problem
• Multi-step quasi-Newton methods for optimization
• QN-like variable storage conjugate gradients
• Variational data assimilation for a nonlinear hydraulic model
• Another hybrid conjugate gradient algorithm for unconstrained optimization
• A quadratic hybridization of Polak-Ribière-Polyak and Fletcher-Reeves conjugate gradient methods
• `Plain backpropagation' and advanced optimization algorithms: A comparative study
• On the construction of minimization methods of quasi-Newton type
• A Wolfe Line Search Algorithm for Vector Optimization
• A note on the global convergence theorem of accelerated adaptive Perry conjugate gradient methods
• A Dai-Yuan conjugate gradient algorithm with sufficient descent and conjugacy conditions for unconstrained optimization
• An accelerated conjugate gradient algorithm with guaranteed descent and conjugacy conditions for unconstrained optimization
• Stochastic heavy-ball method for constrained stochastic optimization problems
• POD/DEIM reduced-order strategies for efficient four dimensional variational data assimilation
• Some numerical methods for the study of the convexity notions arising in the calculus of variations
• A quasi-Newton method using a nonquadratic model
• Truncated-Newton algorithms for large-scale unconstrained optimization
• Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• Optimal control of open boundary conditions for a numerical tidal model
• Line search algorithms with guaranteed sufficient decrease
• A rational gradient model for minimization
• A new three-term conjugate gradient algorithm for unconstrained optimization
• On three-term conjugate gradient algorithms for unconstrained optimization
• A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization
• A restarting approach for the symmetric rank one update for unconstrained optimization
• Scaling on the spectral gradient method
• A note on solving nonlinear minimax problems via a differentiable penalty function
• An example of numerical nonconvergence of a variable-metric method
• On the limited memory BFGS method for large scale optimization
• A survey of published programs for best approximation
• Another conjugate gradient algorithm with guaranteed descent and conjugacy conditions for large-scale unconstrained optimization
• On the conditioning of the Hessian approximation in quasi-Newton methods
• Adding variables to quasi-newton Hessian approximations
• Optimal feedback control laws using nonlinear programming
• The adjoint Newton algorithm for large-scale unconstrained optimization in meteorology applications
• Modification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient method
• New accelerated conjugate gradient algorithms as a modification of Dai-Yuan's computational scheme for unconstrained optimization
• Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
• Numerical comparison of several variable metric algorithms
• Acceleration of conjugate gradient algorithms for unconstrained optimization

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