• TRICE

  • Referenced in 44 articles [sw05197]
  • Trust-region interior-point SQP algorithms for a class of nonlinear programming problems A family ... trust-region interior-point sequential quadratic programming (SQP) algorithms for the solution of a class ... discretization of optimal control problems. The algorithms treat states and controls as independent variables. They ... they exploit trust-region techniques for equality-constrained optimization. Thus, they allow the computation...
  • KELLEY

  • Referenced in 554 articles [sw04829]
  • complete generality and confine our scope to algorithms that are easy to implement ... devoted to line-search and trust-region methods, which are used to globalize convergence ... used to demonstrate the behavior of optimization algorithms. Chapter 7 introduces implicit filtering, a technique...
  • ORBIT

  • Referenced in 23 articles [sw20552]
  • function interpolation in trust-regions. We present a new derivative-free algorithm, ORBIT, for unconstrained ... local optimization of computationally expensive functions. A trust-region framework using interpolating Radial Basis Function...
  • Boosters

  • Referenced in 6 articles [sw20609]
  • BOOSTERS: A derivative-free algorithm based on radial basis functions. Derivative-free optimization (DFO) involves ... available. We present here a trust-region algorithm based on Radial Basis Functions (RBFs ... RBFs to build the trust-region models and our management of the interpolation points based ... very attractive. We have tested the algorithm against the best state-of-the-art methods...
  • ipfilter

  • Referenced in 63 articles [sw04778]
  • updating of penalty parameters. This algorithm decomposes the primal-dual step obtained from the perturbed ... whose sizes are controlled by a trust-region type parameter. Each entry in the filter...
  • ASTRO-DF

  • Referenced in 3 articles [sw26833]
  • class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization. We consider unconstrained ... class of derivative-free trust-region algorithms, where a stochastic local model is constructed, optimized...
  • LSTRS

  • Referenced in 23 articles [sw04729]
  • Algorithm 873: LSTRS: MATLAB software for large-scale trust-region subproblems and regularization A MATLAB...
  • dqed

  • Referenced in 3 articles [sw05224]
  • constraints on the unknowns. The algorithm uses a trust-region defined by a box containing ... best values exists in the trust-region. There is logic provided to retreat ... done using a simpler version of the algorithm. In its present form the algorithm...
  • RTRMC

  • Referenced in 21 articles [sw20435]
  • then apply second-order Riemannian trust-region methods (RTRMC 2) and Riemannian conjugate gradient methods ... detail preconditioned versions of Riemannian optimization algorithms. The cost of each iteration is linear...
  • CONORBIT

  • Referenced in 2 articles [sw20608]
  • Basis function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization ... computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function ... extension of the ORBIT algorithm [S.M. Wild, R.G. Regis and C.A. Shoemaker, {it ORBIT: optimization ... radial basis function interpolation in trust-regions}, SIAM J. Sci. Comput...
  • LCOBYQA

  • Referenced in 6 articles [sw10964]
  • unavailable, subject to linear inequality constraints. The algorithm is based on the model ... model is then minimized by a trust-region subproblem using the conjugate gradient method ... competing against available model-based derivative-free algorithms...
  • LSA

  • Referenced in 4 articles [sw22887]
  • Algorithm 896: LSA: Algorithms for large-scale optimization. We present 14 basic Fortran subroutines ... values, is based on the primal trust-region interior-point method. Subroutines PEQN and PEQL ... which demonstrate the efficiency of the proposed algorithms...
  • ADOL-C

  • Referenced in 206 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • CSDP

  • Referenced in 178 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • HSL

  • Referenced in 228 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...
  • KNITRO

  • Referenced in 145 articles [sw00490]
  • KNITRO is a solver for nonlinear optimization. It...
  • LANCELOT

  • Referenced in 262 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • LAPACK

  • Referenced in 1494 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 303 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • MA57

  • Referenced in 73 articles [sw00536]
  • MA57 - a code for the solution of sparse...