• KELLEY

  • Referenced in 554 articles [sw04829]
  • inexact Newton methods, and the Gauss-Newton method for the solution of nonlinear least squares ... devoted to line-search and trust-region methods, which are used to globalize convergence ... close to a solution. par The BFGS method is studied in chapter 4. A local ... implementation details are discussed. Other quasi-Newton methods are sketched. The last chapter...
  • CMA-ES

  • Referenced in 84 articles [sw05063]
  • covariance matrix adaptation (CMA) is a method to update the covariance matrix of this distribution ... inverse Hessian matrix in the Quasi-Newton method in classical optimization. In contrast to most...
  • rgenoud

  • Referenced in 22 articles [sw08657]
  • algorithms with derivative-based (Newton or quasi-Newton) methods to solve difficult optimization problems. Genoud...
  • Anderson

  • Referenced in 40 articles [sw15192]
  • mathematics and numerical analysis communities, this method has received relatively little attention from these communities ... relationship of Anderson acceleration to quasi-Newton (secant updating) methods and extended it to define...
  • SNOPT

  • Referenced in 457 articles [sw02300]
  • scale constrained optimization. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ... based on a limited-memory quasi-Newton approximation to the Hessian of the Lagrangian...
  • Poblano

  • Referenced in 9 articles [sw04186]
  • Ribiere, Hestenes-Stiefel), a limited-memory quasi-Newton method using BFGS updates to approximate second...
  • GUSTAF

  • Referenced in 4 articles [sw18113]
  • Gustaf: A quasi-newton nonlinear ADI FORTRAN IV program for solving the shallow-water equations ... this method a computationally efficient quasi-Newton method is used to solve, at each time ... method, which is stable unconditionally for the linearized equations. Owing to its nonlinearity, the method ... nonlinear quasi-Newton (QN) iterations performed at each time-step, different QN methods are presented...
  • IMRO

  • Referenced in 3 articles [sw20465]
  • IMRO: A proximal quasi-Newton method for solving ℓ 1 -regularized least squares problems ... present a proximal quasi-Newton method in which the approximation of the Hessian...
  • LSA

  • Referenced in 4 articles [sw22887]
  • method and the inverse column-update quasi-Newton method, respectively. Besides the description of methods...
  • csminwel

  • Referenced in 3 articles [sw05280]
  • files. csminwel: minimization. Uses a quasi-Newton method with BFGS update of the estimated inverse...
  • SLMQN

  • Referenced in 2 articles [sw00879]
  • Fortran code of subspace limited memory quasi-Newton method for large-scale bound constrained nonlinear ... optimization. SLMQN is a subspace limited memory quasi-Newton algorithm for solving large-scale bound...
  • OPTIMA

  • Referenced in 7 articles [sw25286]
  • descend approach, trust region methods as well as Newton and quasi-Newton techniques with globalization ... constrained optimization problems penalty approaches, SQP methods, barrier techniques and interior point methods are discussed...
  • NLP

  • Referenced in 2 articles [sw07786]
  • derivatives is described. It is a quasi-Newton method in which the termination criterion...
  • PROC NLMIXED

  • Referenced in 48 articles [sw11039]
  • maximization; the default is a dual quasi-Newton algorithm. Successful convergence of the optimization problem ... approximate standard errors by using the delta method...
  • LDLTP

  • Referenced in 1 article [sw00508]
  • rank-1 updating in quasi-Newton methods for optimization. In this paper...
  • QNSTOP

  • Referenced in 2 articles [sw26832]
  • Fortran 2003 codes for the quasi-Newton stochastic optimization method of Castle and Trosset...
  • admixture

  • Referenced in 0 articles [sw26449]
  • ADMIXTURE software is implemented using a quasi-Newton method, and will typically converge much more...
  • MARKOV

  • Referenced in 1 article [sw22809]
  • estimated via the method of maximum likelihood using a quasi-Newton optimization algorithm. The program...
  • AQUASOL

  • Referenced in 3 articles [sw17113]
  • equation. This solver uses a truncated Newton method with a multigrid preconditioner. Numerical evidences suggest ... problems, we propose two variants, a quasi-Newton solver based on a simplified, inexact Jacobian ... directly on the PBE solver. While both methods are not guaranteed to converge, numerical evidences...
  • PREQN

  • Referenced in 7 articles [sw01233]
  • automatically generating preconditioners for the conjugate gradient method. It is designed for solving a sequence ... preconditioners are based on limited-memory quasi-Newton updating and are recommended for problems...