Subspace methods for nonlinear optimization
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 992793 (Why is no real title available?)
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 5161643 (Why is no real title available?)
- scientific article; zbMATH DE number 3903874 (Why is no real title available?)
- scientific article; zbMATH DE number 3748332 (Why is no real title available?)
- scientific article; zbMATH DE number 3574917 (Why is no real title available?)
- scientific article; zbMATH DE number 681023 (Why is no real title available?)
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Broyden class of quasi-Newton methods for Riemannian optimization
- A Chebyshev–Davidson Algorithm for Large Symmetric Eigenproblems
- A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A New Active Set Algorithm for Box Constrained Optimization
- A Riemannian BFGS method without differentiated retraction for nonconvex optimization problems
- A Simultaneous Iteration Algorithm for Real Matrices
- A Spectral Bundle Method for Semidefinite Programming
- A Subspace Study on Conjugate Gradient Algorithms
- A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
- A Trust Region Direct Constrained Minimization Algorithm for the Kohn–Sham Equation
- A convergent overlapping domain decomposition method for total variation minimization
- A coordinate gradient descent method for nonsmooth separable minimization
- A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization, and continuation
- A feasible method for optimization with orthogonality constraints
- A filtered Lanczos procedure for extreme and interior eigenvalue problems
- A general two-level subspace method for nonlinear optimization
- A geometric buildup algorithm for the solution of the distance geometry problem using least-squares approximation
- A globally convergent Newton-GMRES subspace method for systems of nonlinear equations
- A parallel line search subspace correction method for composite convex optimization
- A projected gradient algorithm for solving the maxcut SDP relaxation
- A review on subspace methods for nonlinear optimization
- A second-order method for convex _1-regularized optimization with active-set prediction
- A sparse completely positive relaxation of the modularity maximization for community detection
- A subspace SQP method for equality constrained optimization
- A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- A subspace method for large-scale eigenvalue optimization
- A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
- A surperlinearly convergent algorithm for constrained optimization problems
- A trust region algorithm for equality constrained optimization
- Accelerating convergence by augmented Rayleigh-Ritz projections for large-scale eigenpair computation
- Adaptive quadratically regularized Newton method for Riemannian optimization
- Adaptive regularized self-consistent field iteration with exact Hessian for electronic structure calculation
- Algorithm 851
- Algorithms for bound constrained quadratic programming problems
- An Extrinsic Look at the Riemannian Hessian
- An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
- An algorithm for quadratic _1-regularized optimization with a flexible active-set strategy
- An efficient Gauss-Newton algorithm for symmetric low-rank product matrix approximations
- Anderson acceleration for fixed-point iterations
- Block coordinate descent methods for semidefinite programming
- Bregmanized domain decomposition for image restoration
- Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Computational aspects of F. L. Bauer's simultaneous iteration method
- Computational chemistry from the perspective of numerical analysis
- Convexified modularity maximization for degree-corrected stochastic block models
- Coordinate and subspace optimization methods for linear least squares with non-quadratic regularization
- Coordinate descent optimization for \(l^{1}\) minimization with application to compressed sensing; a greedy algorithm
- Deep learning
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Domain decomposition methods for linear inverse problems with sparsity constraints
- Exposing Constraints
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Fixed-Point Continuation for \ell₁-Minimization: Methodology and Convergence
- Global and uniform convergence of subspace correction methods for some convex optimization problems
- Hybrid Krylov Methods for Nonlinear Systems of Equations
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Interior-point method for nuclear norm approximation with application to system identification
- Iterative Procedures for Nonlinear Integral Equations
- Limited memory block Krylov subspace optimization for computing dominant singular value decompositions
- Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization
- Local improvement results for Anderson acceleration with inaccurate function evaluations
- Low-rank matrix completion by Riemannian optimization
- Low-rank matrix iteration using polynomial-filtered subspace extraction
- Matrix algorithms. Vol. 2: Eigensystems
- Minimizing a differentiable function over a differential manifold
- Numerical methods for large-scale nonlinear optimization
- On efficiently combining limited-memory and trust-region techniques
- On the Convergence of Successive Linear-Quadratic Programming Algorithms
- On the Identification of Active Constraints
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- On the convergence of an active-set method for _1 minimization
- On the convergence of the coordinate descent method for convex differentiable minimization
- On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
- Optimization Techniques on Riemannian Manifolds
- Optimization theory and methods. Nonlinear programming
- Orientation determination of cryo-EM images using least unsquared deviations
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- Phase recovery, MaxCut and complex semidefinite programming
- Practical sketching algorithms for low-rank matrix approximation
- Projected nonlinear least squares for exponential fitting
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Randomized Algorithms for Matrices and Data
- Randomized algorithms for high quality treatment planning in volumetric modulated arc therapy
- Reduced-Hessian quasi-Newton methods for unconstrained optimization
- Representations of quasi-Newton matrices and their use in limited memory methods
- Self-consistent-field calculations using Chebyshev-filtered subspace iteration
- Shanks sequence transformations and Anderson acceleration
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Simultaneous iteration for computing invariant subspaces of non-Hermitian matrices
- Simultaneous iteration method for symmetric matrices
- Sketching as a tool for numerical linear algebra
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Some methods of speeding up the convergence of iteration methods
- Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
- Subspace Pursuit for Compressive Sensing Signal Reconstruction
- Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
- Subspace acceleration for the Crawford number and related eigenvalue optimization problems
- Subspace correction methods for total variation and _1-minimization
- Subspace methods for large scale nonlinear equations and nonlinear least squares
- Subspace methods for nonlinear optimization
- Subspace methods with local refinements for eigenvalue computation using low-rank tensor-train format
- Subspace techniques for nonlinear optimization
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- The Geometry of Algorithms with Orthogonality Constraints
- Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method
- Trust-region methods on Riemannian manifolds
- Wavelet decomposition method for L₂/TV-image deblurring
- iPiano: inertial proximal algorithm for nonconvex optimization
This page was built for publication: Subspace methods for nonlinear optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6941308)
