• SQPlab

  • Referenced in 176 articles [sw05161]
  • Newton approach applied to the optimality conditions of the optimization problem. Each iteration...
  • LAPACK

  • Referenced in 1701 articles [sw00503]
  • reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled ... innermost loops. These block operations can be optimized for each architecture to account...
  • INTOPT_90

  • Referenced in 306 articles [sw04705]
  • many software details. The chapter on global optimization (40 pages) only admits equality constraints (within ... interval Newton algorithm applied to the John conditions and computationally executed proofs of the existence ... pioneering concept of 1987 (Nonlinear equations and optimization. Preprint.). The chapter about non-differentiable problems...
  • BNDSCO

  • Referenced in 50 articles [sw07779]
  • program for the numerical solution of optimal control problems. BNDSCO is used for the numerical ... solution of boundary value problems with switching conditions - a class of problems which mainly occurs ... connection with optimal control problems. Therefore, the most important necessary conditions for different types...
  • COMPASS

  • Referenced in 38 articles [sw03040]
  • COMPASS converges to the set of local optimal solutions with probability 1 for both terminating ... partially constrained or unconstrained problems under mild conditions...
  • GQTPAR

  • Referenced in 325 articles [sw07451]
  • algorithm is guaranteed to produce a nearly optimal solution in a finite number of iterations ... satisfies the first and second order necessary conditions for a minimizer of the objective function...
  • PESTO

  • Referenced in 36 articles [sw20864]
  • composite convex optimization, including those performing explicit, projected, proximal, conditional and inexact (sub)gradient steps ... worst-case guarantees and explicit instances of optimization problems on which the algorithm reaches this ... several variants of fast proximal gradient, conditional gradient, subgradient and alternating projection methods. In particular ... standard worst-case guarantee for the conditional gradient method by more than a factor...
  • CG_DESCENT

  • Referenced in 135 articles [sw04813]
  • whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior ... with other methods for large-scale unconstrained optimization are given...
  • OCVdM

  • Referenced in 8 articles [sw41352]
  • Matlab code OCVdM: Optimally scaled and optimally conditioned vandermonde and Vandermonde-like matrices. Vandermonde matrices ... condition number of such matrices can be reduced, either by row-scaling or by optimal ... find empirically the condition of the optimally conditioned n×n Vandermonde matrix to grow exponentially ... growth – essentially linear – is observed for optimally conditioned Vandermonde-Jacobi matrices. We also comment...
  • DFMO

  • Referenced in 14 articles [sw36997]
  • functions; more specifically, we give new optimality conditions that take explicitly into account the bound...
  • SCALCG

  • Referenced in 108 articles [sw08453]
  • SCALCG – Scaled conjugate gradient algorithms for unconstrained optimization. In this work we present and analyze ... inexact Wolfe line search conditions. The best spectral conjugate gradient algorithm SCG by Birgin ... successive points. In very mild conditions it is shown that, for strongly convex functions ... consisting of 500 unconstrained optimization test problems, show that this new scaled conjugate gradient algorithm...
  • GMBACK

  • Referenced in 12 articles [sw02139]
  • residual error norm as a stopping condition in an iterative process is that the error ... normwise backward error meets some optimality condition...
  • SDMINMAX

  • Referenced in 12 articles [sw36992]
  • only points which satisfy weak necessary optimality conditions. In this work we define...
  • RTRMC

  • Referenced in 43 articles [sw20435]
  • recast the problem as an unconstrained optimization problem on a single Grassmann manifold. We then ... conditioning of the problem and we detail preconditioned versions of Riemannian optimization algorithms. The cost ... methods are well suited to solve badly conditioned matrix completion tasks...
  • nlpdegm

  • Referenced in 10 articles [sw39175]
  • optimization problems involving nonlinear operators between function spaces. Local convergence is shown under technical conditions ... regularity of the corresponding primal-dual optimality conditions. We also show convergence for a Nesterov ... terms as well as of state-constrained optimal control problems, where convergence can be guaranteed...
  • Hyperopt

  • Referenced in 49 articles [sw19219]
  • parallel optimization over awkward search spaces, which may include real-valued, discrete, and conditional dimensions...
  • numerov

  • Referenced in 30 articles [sw24970]
  • reduced set of order conditions, we derive an optimal constant coefficients method along with...
  • NEW9p

  • Referenced in 28 articles [sw24971]
  • reduced set of order conditions, we derive an optimal constant coefficients method along with...
  • UPPAAL CORA

  • Referenced in 9 articles [sw25660]
  • state satisfying some goal conditions. Optimal here means the path with the lowest accumulated cost ... conditions. This can significantly reduce the time required for finding a good or an optimal...
  • NAPACK

  • Referenced in 71 articles [sw11666]
  • optimization. It may be used to solve linear systems, to estimate the condition number...