• 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...
  • STRSCNE

  • Referenced in 47 articles [sw00922]
  • based on the affine scaling trust-region method STRN, recently proposed by the authors...
  • RTRMC

  • Referenced in 21 articles [sw20435]
  • then apply second-order Riemannian trust-region methods (RTRMC 2) and Riemannian conjugate gradient methods...
  • LSTRS

  • Referenced in 23 articles [sw04729]
  • scale trust-region subproblems and regularization A MATLAB 6.0 implementation of the LSTRS method ... constraint. The method is based on a reformulation of the trust-region subproblem ... preserves the matrix-free nature of the method. A description of the LSTRS method...
  • TRICE

  • Referenced in 44 articles [sw05197]
  • nonlinear programming problems A family of trust-region interior-point sequential quadratic programming (SQP) algorithms ... bound constraints by using an affine scaling method proposed, for a different class of problems ... they exploit trust-region techniques for equality-constrained optimization. Thus, they allow the computation ... steps using a variety of methods, including many iterative techniques.par Global convergence of these algorithms...
  • MSS

  • Referenced in 5 articles [sw08530]
  • MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization. A MATLAB implementation ... trust-region constraint. This solver is an adaptation of the Moré-Sorensen direct method into ... suggest that using the MSS method as a trust-region subproblem solver can require significantly ... gradient evaluations needed by a trust-region method as compared with the Steihaug-Toint method...
  • TRESNEI

  • Referenced in 14 articles [sw05208]
  • Matlab implementation of a trust-region Gauss-Newton method for bound-constrained nonlinear least-squares...
  • ipfilter

  • Referenced in 63 articles [sw04778]
  • globalize the primal-dual interior-point method for nonlinear optimization, avoiding the use of merit ... whose sizes are controlled by a trust-region type parameter. Each entry in the filter...
  • GenRTR

  • Referenced in 1 article [sw14488]
  • manifolds. GenRTR currently provides two Riemannian trust-region methods: the Riemannian Trust-Region (RTR) method ... method. While the current emphasis concerns trust-region methods, the framework is suitable...
  • LSA

  • Referenced in 4 articles [sw22887]
  • primal line-search interior-point method. Subroutine PSUM, intended for minimization ... based on the primal trust-region interior-point method. Subroutines PEQN and PEQL, intended...
  • LCOBYQA

  • Referenced in 6 articles [sw10964]
  • minimized by a trust-region subproblem using the conjugate gradient method for a new iterate...
  • Boosters

  • Referenced in 6 articles [sw20609]
  • functions. Derivative-free optimization (DFO) involves the methods used to minimize an expensive objective function ... 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 ... fundamental polynomials. Moreover the complexity of our method is very attractive. We have tested...
  • ORBIT

  • Referenced in 23 articles [sw20552]
  • optimization of computationally expensive functions. A trust-region framework using interpolating Radial Basis Function ... conditional positive definiteness yields a natural method for adding additional points. We present numerical results...
  • ASTRO-DF

  • Referenced in 3 articles [sw26833]
  • class of derivative-free trust-region algorithms, where a stochastic local model is constructed, optimized ... further investigation and will benefit from the methods of proof presented here. We speculate that...
  • CONORBIT

  • Referenced in 2 articles [sw20608]
  • radial basis function interpolation in trust-regions}, SIAM J. Sci. Comput ... Powell 1994), a sequential penalty derivative-free method, an augmented Lagrangian method, a direct search...
  • ADOL-C

  • Referenced in 207 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • CSDP

  • Referenced in 179 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • HSL

  • Referenced in 229 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 263 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...