CUTEst

swMATH11893MaRDI QIDQ23829FDOQ23829

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Described by source

• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization

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

• On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
• Iterative Solution of Symmetric Quasi-Definite Linear Systems
• On efficiency of nonmonotone Armijo-type line searches
• A Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple Bounds
• A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
• A new regularized quasi-Newton method for unconstrained optimization
• An accelerated nonmonotone trust region method with adaptive trust region for unconstrained optimization
• Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
• Exploiting damped techniques for nonlinear conjugate gradient methods
• A regularization method for constrained nonlinear least squares
• An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
• Block preconditioners for linear systems in interior point methods for convex constrained optimization
• A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
• A two-stage active-set algorithm for bound-constrained optimization
• A new restarting adaptive trust-region method for unconstrained optimization
• A limited memory quasi-Newton trust-region method for box constrained optimization
• A Tridiagonalization Method for Symmetric Saddle-Point Systems
• A progressive barrier derivative-free trust-region algorithm for constrained optimization
• A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
• A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS
• Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
• A Derivative-Free Method for Structured Optimization Problems
• Complexity and performance of an Augmented Lagrangian algorithm
• A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows
• On Regularization and Active-set Methods with Complexity for Constrained Optimization
• Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function
• Best practices for comparing optimization algorithms
• Speeding up the convergence of the Polyak's heavy ball algorithm
• Scaled projected-directions methods with application to transmission tomography
• Linear equalities in blackbox optimization
• Two new Dai-Liao-type conjugate gradient methods for unconstrained optimization problems
• Sequential equality-constrained optimization for nonlinear programming
• Primal and dual active-set methods for convex quadratic programming
• trlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problem
• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• Preconditioned nonlinear conjugate gradient methods based on a modified secant equation
• BFO, A Trainable Derivative-free Brute Force Optimizer for Nonlinear Bound-constrained Optimization and Equilibrium Computations with Continuous and Discrete Variables
• An efficient Dai-Liao type conjugate gradient method by reformulating the CG parameter in the search direction equation
• An active-set algorithm for norm constrained quadratic problems
• Diagonal BFGS updates and applications to the limited memory BFGS method
• On the update of constraint preconditioners for regularized KKT systems
• Two globally convergent nonmonotone trust-region methods for unconstrained optimization
• A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization
• Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections
• Assessing the reliability of general-purpose inexact restoration methods
• Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization
• Non-monotone algorithm for minimization on arbitrary domains with applications to large-scale orthogonal Procrustes problem
• LMBOPT: a limited memory method for bound-constrained optimization
• Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method
• Sequential quadratic programming methods for parametric nonlinear optimization
• Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
• An augmented Lagrangian method exploiting an active-set strategy and second-order information
• Primal-dual active-set methods for large-scale optimization
• An interior-point implementation developed and tuned for radiation therapy treatment planning
• A stabilized SQP method: superlinear convergence
• A Solver for Nonconvex Bound-Constrained Quadratic Optimization
• On the Performance of SQP Methods for Nonlinear Optimization
• Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
• Solving Mixed Sparse-Dense Linear Least-Squares Problems by Preconditioned Iterative Methods
• A subspace SQP method for equality constrained optimization
• The State-of-the-Art of Preconditioners for Sparse Linear Least-Squares Problems
• An active set trust-region method for bound-constrained optimization
• Methods for convex and general quadratic programming
• On the complexity of solving feasibility problems with regularized models
• A new class of conjugate gradient methods for unconstrained smooth optimization and absolute value equations
• QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
• An improved adaptive trust-region algorithm
• An extended nonmonotone line search technique for large-scale unconstrained optimization
• The Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained Optimization
• Null-space preconditioners for saddle point systems
• A dual gradient-projection method for large-scale strictly convex quadratic problems
• A sequential quadratic programming algorithm for equality-constrained optimization without derivatives
• An inexact proximal regularization method for unconstrained optimization
• Global optimization test problems based on random field composition
• Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
• Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
• A new conjugate gradient method with an efficient memory structure
• A comparative study of null‐space factorizations for sparse symmetric saddle point systems
• An efficient hybrid conjugate gradient method for unconstrained optimization
• A null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) block
• The Conjugate Residual Method in Linesearch and Trust-Region Methods
• An augmented Lagrangian filter method
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
• An improved hybrid-ORBIT algorithm based on point sorting and MLE technique
• An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem
• A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization
• Exploiting negative curvature in deterministic and stochastic optimization
• A one-parameter class of three-term conjugate gradient methods with an adaptive parameter choice
• A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
• A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization
• Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
• Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property
• A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization
• Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization
• High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
• Issues on the use of a modified bunch and Kaufman decomposition for large scale Newton's equation
• Full-low evaluation methods for derivative-free optimization
• A note on solving nonlinear optimization problems in variable precision
• An efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimization
• Iterative grossone-based computation of negative curvature directions in large-scale optimization

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