CUTE

swMATH14681MaRDI QIDQ26578FDOQ26578

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• CUTE

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

• Numerical expirience with a class of self-scaling quasi-Newton algorithms
• A hybrid conjugate gradient method with descent property for unconstrained optimization
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• A globally convergent penalty-free method for optimization with equality constraints and simple bounds
• Spectral method and its application to the conjugate gradient method
• Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
• A family of second-order methods for convex \(\ell _1\)-regularized optimization
• Nonmonotone adaptive trust region method with line search based on new diagonal updating
• An efficient modification of the Hestenes-Stiefel nonlinear conjugate gradient method with restart property
• Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
• Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization
• A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
• On Hager and Zhang's conjugate gradient method with guaranteed descent
• The convergence of conjugate gradient method with nonmonotone line search
• Benchmarking nonlinear optimization software in technical computing environments
• Global and local convergence of a class of penalty-free-type methods for nonlinear programming
• Another improved Wei-Yao-Liu nonlinear conjugate gradient method with sufficient descent property
• Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization
• An inexact Newton method for nonconvex equality constrained optimization
• An improved strongly sub-feasible SSLE method for optimization problems and numerical experiments
• New hybrid conjugate gradient method for unconstrained optimization
• A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
• Spectral scaling BFGS method
• A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization
• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• A spectral conjugate gradient method for solving large-scale unconstrained optimization
• Scaled memoryless symmetric rank one method for large-scale optimization
• Globally convergent modified Perry's conjugate gradient method
• A dwindling filter line search method for unconstrained optimization
• Algorithm 851
• Global convergence of some modified PRP nonlinear conjugate gradient methods
• New version of the three-term conjugate gradient method based on spectral scaling conjugacy condition that generates descent search direction
• A conic trust-region method and its convergence properties
• An improved Wei-Yao-Liu nonlinear conjugate gradient method for optimization computation
• A primal-dual augmented Lagrangian
• Two descent hybrid conjugate gradient methods for optimization
• A self-adaptive three-term conjugate gradient method for monotone nonlinear equations with convex constraints
• Scaled conjugate gradient algorithms for unconstrained optimization
• An acceleration of gradient descent algorithm with backtracking for unconstrained opti\-mi\-za\-tion
• Augmented Lagrangian applied to convex quadratic problems
• A conjugate gradient method for unconstrained optimization problems
• Accelerated hybrid conjugate gradient algorithm with modified secant condition for unconstrained optimization
• Improving solver success in reaching feasibility for sets of nonlinear constraints
• Hybrid conjugate gradient algorithm for unconstrained optimization
• Convergence of nonmonotone line search method
• Mathematical programming models and algorithms for engineering design optimization
• A numerical study of limited memory BFGS methods
• A nonmonotone filter method for nonlinear optimization
• Primal and dual active-set methods for convex quadratic programming
• An active set truncated Newton method for large-scale bound constrained optimization
• A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
• Another hybrid conjugate gradient algorithm for unconstrained optimization
• A repository of convex quadratic programming problems
• A new family of penalties for augmented Lagrangian methods
• Algorithm 943
• A Dai-Yuan conjugate gradient algorithm with sufficient descent and conjugacy conditions for unconstrained optimization
• Global convergence of a modified Fletcher-Reeves conjugate gradient method with Armijo-type line search
• On the performance of a new symmetric rank-one method with restart for solving unconstrained optimization problems
• Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• Inertia-controlling factorizations for optimization algorithms
• An interior algorithm for nonlinear optimization that combines line search and trust region steps
• A new method of moving asymptotes for large-scale unconstrained optimization
• Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization
• Recent progress in unconstrained nonlinear optimization without derivatives
• An improved spectral conjugate gradient algorithm for nonconvex unconstrained optimization problems
• A restoration-free filter SQP algorithm for equality constrained optimization
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization
• A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization
• Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization
• An implementation of Shor's \(r\)-algorithm
• Globally convergent three-term conjugate gradient methods that use secant conditions and generate descent search directions for unconstrained optimization
• Nonmonotone strategy for minimization of quadratics with simple constraints.
• A practical relative error criterion for augmented Lagrangians
• Global convergence of a modified Hestenes-Stiefel nonlinear conjugate gradient method with Armijo line search
• Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
• Sufficient descent nonlinear conjugate gradient methods with conjugacy condition
• Monotone projected gradient methods for large-scale box-constrained quadratic programming
• New accelerated conjugate gradient algorithms as a modification of Dai-Yuan's computational scheme for unconstrained optimization
• Mixed integer nonlinear programming tools: an updated practical overview
• Acceleration of conjugate gradient algorithms for unconstrained optimization
• Nonlinear conjugate gradient methods with sufficient descent condition for large-scale unconstrained optimization
• An adaptive trust region method based on simple conic models
• A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
• On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians
• Mixed integer nonlinear programming tools: a practical overview
• Modified nonmonotone Armijo line search for descent method
• Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
• Global convergence of quasi-Newton methods based on adjoint Broyden updates
• A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
• A modified nonlinear conjugate gradient method with the Armijo line search and its application
• A new general form of conjugate gradient methods with guaranteed descent and strong global convergence properties
• The global proof of the Polak-Ribière-Polak algorithm under the YWL inexact line search technique
• Simulated annealing with asymptotic convergence for nonlinear constrained optimization
• A penalty-interior-point algorithm for nonlinear constrained optimization
• Two modified Dai-Yuan nonlinear conjugate gradient methods
• Descentwise inexact proximal algorithms for smooth optimization
• On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
• Some three-term conjugate gradient methods with the inexact line search condition

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