• SNOPT

  • Referenced in 495 articles [sw02300]
  • discuss an SQP algorithm that uses a smooth augmented Lagrangian merit function and makes explicit ... based on a limited-memory quasi-Newton approximation to the Hessian of the Lagrangian...
  • KELLEY

  • Referenced in 592 articles [sw04829]
  • pages, is devoted to the optimization of smooth functions. The methods studied in this first ... 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 ... treatment of both, optimization methods for smooth and for noisy functions is a unique feature...
  • OWL-QN

  • Referenced in 1 article [sw25400]
  • Objectives. The Orthant-Wise Limited-memory Quasi-Newton algorithm (OWL-QN) is a numerical optimization ... optimum of an objective of the form smooth function plus L1-norm of the parameters...
  • BBVSCG

  • Referenced in 6 articles [sw00069]
  • assumed to be smooth, that is, to have at least continuous second derivatives. As with ... little storage was available, or a quasi-Newton code if there was sufficient storage. BBVSCG...
  • NLPLSQ

  • Referenced in 1 article [sw33666]
  • problem is transformed into a general smooth nonlinear program subsequently solved by the sequential quadratic ... combination of a Gauss-Newton and a quasi-Newton search direction. The additionally introduced variables...
  • GlobiPack

  • Referenced in 0 articles [sw10743]
  • line-search procedure with Newton and Quasi-Newton optimization and nonlinear equation solver methods. These ... generic to any mathematical optimization problem where smooth derivatives exist. There is no specific connection...
  • BARON

  • Referenced in 305 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • CGAL

  • Referenced in 337 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • CSDP

  • Referenced in 194 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • Gmsh

  • Referenced in 531 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • HSL

  • Referenced in 265 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...
  • INTBIS

  • Referenced in 31 articles [sw00442]
  • Algorithm 681: INTBIS, a portable interval Newton/bisection package...
  • LANCELOT

  • Referenced in 293 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • LAPACK

  • Referenced in 1590 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 343 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • MA57

  • Referenced in 85 articles [sw00536]
  • MA57 - a code for the solution of sparse...
  • Maple

  • Referenced in 4933 articles [sw00545]
  • The result of over 30 years of cutting...
  • Matlab

  • Referenced in 11547 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NEWUOA

  • Referenced in 79 articles [sw00618]
  • NEWUOA is a software developped by M.J.D. Powell...