• SNOPT

  • Referenced in 551 articles [sw02300]
  • gradients are sparse. We discuss an SQP algorithm that uses a smooth augmented Lagrangian merit ... quasi-Newton approximation to the Hessian of the Lagrangian and uses a reduced-Hessian algorithm...
  • PROC NLMIXED

  • Referenced in 70 articles [sw11039]
  • maximization; the default is a dual quasi-Newton algorithm. Successful convergence of the optimization problem...
  • ROPTLIB

  • Referenced in 15 articles [sw27188]
  • generic Riemannian optimization algorithms, including quasi-Newton algorithms; and (v) it is based on object...
  • HIFOO

  • Referenced in 63 articles [sw05188]
  • hybrid algorithm for nonsmooth, nonconvex optimization based on quasi-Newton 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 Gauss-Newton method ... implementation details are discussed. Other quasi-Newton 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, quasi-Newton 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 derivative-based (Newton or quasi-Newton) 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 quasi-Newton BFGS updating formula. The computational scheme ... shown that, for strongly convex functions, the algorithm is global convergent. Preliminary computational results...
  • SGD-QN

  • Referenced in 28 articles [sw19411]
  • careful quasi-Newton stochastic gradient descent. The SGD-QN algorithm is a stochastic gradient descent...
  • QNSTOP

  • Referenced in 4 articles [sw26832]
  • Algorithm 1007: QNSTOP Quasi-Newton Algorithm for Stochastic Optimization. QNSTOP consists of serial and parallel ... OpenMP) Fortran 2003 codes for the quasi-Newton 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 quasi-Newton 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: quasi-Newton and nonlinear-least squares optimization with complex...
  • CMA-ES

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

  • Referenced in 2 articles [sw00879]
  • SLMQN is a subspace limited memory quasi-Newton algorithm for solving large-scale bound constrained...
  • Dynaflow

  • Referenced in 13 articles [sw34674]
  • implicit solution algorithms available include: successive substitutions, Newton-Raphson, modified Newton and quasi-Newton (BFGS...
  • ucminf

  • Referenced in 4 articles [sw11276]
  • unconstrained non-linear optimization. The algorithm is of quasi-Newton type with BFGS updating ... input to the line search algorithm. The interface of ’ucminf’ is designed for easy interchange...
  • OWL-QN

  • Referenced in 1 article [sw25400]
  • Objectives. The Orthant-Wise Limited-memory Quasi-Newton algorithm (OWL-QN) is a numerical optimization...
  • METADAS

  • Referenced in 2 articles [sw24430]
  • Gaussian quadrature and a dual quasi-Newton optimization algorithm as the default optimizer...
  • NewtonKKTqp

  • Referenced in 11 articles [sw04820]
  • like in the case of primal-dual algorithms for linear programming) search directions ... components of the Newton (or quasi-Newton) 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 Quasi-Newton optimization algorithm (LBFGS) is taken from riso.numerical...