Trust region algorithm with two subproblems for bound constrained problems

DOI10.1016/J.AMC.2014.06.074MaRDI QIDQ279647zbMATH OpenOpenAlexFDO

Authors Mingyun Tang

Publication date 28 April 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.06.074

zbMATH Keywords

bound constrained problemstrust regiontwo subproblems

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55)

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Cites work

• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 1247186 (Why is no real title available?)
• A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• A trust region affine scaling method for bound constrained optimization
• A trust region method based on a new affine scaling technique for simple bounded optimization
• An active set limited memory BFGS algorithm for bound constrained optimization
• An active set limited memory BFGS algorithm for large-scale bound constrained optimization
• CUTEr and SifDec
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Optimization theory and methods. Nonlinear programming
• Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
• Trust Region Methods
• Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search

Cited in

(4)

• On the branch and bound algorithm for the extended trust-region subproblem
• A trust-region method with two subproblems and backtracking line search
• A computational study of global optimization solvers on two trust region subproblems
• A two-dimensional subspace trust-region algorithm with a new conic model

Describes a project that uses

Uses Software

• SIFDecode
• CUTEr
• SLMQN

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