
SNOPT
 Referenced in 551 articles
[sw02300]
 gradients are sparse. We discuss an SQP algorithm that uses a smooth augmented Lagrangian merit ... quasiNewton approximation to the Hessian of the Lagrangian and uses a reducedHessian algorithm...

PROC NLMIXED
 Referenced in 70 articles
[sw11039]
 maximization; the default is a dual quasiNewton algorithm. Successful convergence of the optimization problem...

ROPTLIB
 Referenced in 15 articles
[sw27188]
 generic Riemannian optimization algorithms, including quasiNewton algorithms; and (v) it is based on object...

HIFOO
 Referenced in 63 articles
[sw05188]
 hybrid algorithm for nonsmooth, nonconvex optimization based on quasiNewton updating and gradient sampling...

KELLEY
 Referenced in 643 articles
[sw04829]
 complete generality and confine our scope to algorithms that are easy to implement ... convergence of Newton’s method, inexact Newton methods, and the GaussNewton method ... implementation details are discussed. Other quasiNewton methods are sketched. The last chapter ... used to demonstrate the behavior of optimization algorithms. Chapter 7 introduces implicit filtering, a technique...

HOMPACK90
 Referenced in 47 articles
[sw00412]
 Three qualitatively different algorithms – ordinary differential equation based, normal flow, quasiNewton augmented Jacobian matrix ... sparse matrix data structures, and new iterative algorithms for large sparse Jacobian matrices...

rgenoud
 Referenced in 32 articles
[sw08657]
 that combines evolutionary search algorithms with derivativebased (Newton or quasiNewton) methods to solve...

SCALCG
 Referenced in 112 articles
[sw08453]
 search conditions. The best spectral conjugate gradient algorithm SCG by Birgin and Martínez (2001), which ... This modification is based on the quasiNewton BFGS updating formula. The computational scheme ... shown that, for strongly convex functions, the algorithm is global convergent. Preliminary computational results...

SGDQN
 Referenced in 28 articles
[sw19411]
 careful quasiNewton stochastic gradient descent. The SGDQN algorithm is a stochastic gradient descent...

QNSTOP
 Referenced in 4 articles
[sw26832]
 Algorithm 1007: QNSTOP QuasiNewton Algorithm for Stochastic Optimization. QNSTOP consists of serial and parallel ... OpenMP) Fortran 2003 codes for the quasiNewton stochastic optimization method of Castle and Trosset ... problems, convergence theory exists for the particular algorithmic choices and parameter values used in QNSTOP...

SDLS
 Referenced in 8 articles
[sw04788]
 dual problem with a quasiNewton minimization algorithm, using an implementation of the BFGS algorithm...

Tensorlab
 Referenced in 77 articles
[sw14255]
 Tensorlab is a MATLAB toolbox that offers algorithms for: structured data fusion: define your ... multilinear rank approximation (LMLRA), complex optimization: quasiNewton and nonlinearleast squares optimization with complex...

CMAES
 Referenced in 124 articles
[sw05063]
 evolutionary algorithms and evolutionary computation. An evolutionary algorithm is broadly based on the principle ... inverse Hessian matrix in the QuasiNewton method in classical optimization. In contrast to most...

SLMQN
 Referenced in 2 articles
[sw00879]
 SLMQN is a subspace limited memory quasiNewton algorithm for solving largescale bound constrained...

Dynaflow
 Referenced in 13 articles
[sw34674]
 implicit solution algorithms available include: successive substitutions, NewtonRaphson, modified Newton and quasiNewton (BFGS...

ucminf
 Referenced in 4 articles
[sw11276]
 unconstrained nonlinear optimization. The algorithm is of quasiNewton type with BFGS updating ... input to the line search algorithm. The interface of ’ucminf’ is designed for easy interchange...

OWLQN
 Referenced in 1 article
[sw25400]
 Objectives. The OrthantWise Limitedmemory QuasiNewton algorithm (OWLQN) is a numerical optimization...

METADAS
 Referenced in 2 articles
[sw24430]
 Gaussian quadrature and a dual quasiNewton optimization algorithm as the default optimizer...

NewtonKKTqp
 Referenced in 11 articles
[sw04820]
 like in the case of primaldual algorithms for linear programming) search directions ... components of the Newton (or quasiNewton) direction for the solution of the equalities ... perturbed version of these conditions. Our algorithms are adapted from previously proposed algorithms for convex...

CRF
 Referenced in 1 article
[sw27166]
 COLT distribution and the QuasiNewton optimization algorithm (LBFGS) is taken from riso.numerical...