• KELLEY

• Referenced in 631 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 57 articles [sw00922]
• based on the affine scaling trust-region method STRN, recently proposed by the authors...

• RTRMC

• Referenced in 39 articles [sw20435]
• then apply second-order Riemannian trust-region methods (RTRMC 2) and Riemannian conjugate gradient methods...

• HSL-VF05

• Referenced in 70 articles [sw36311]
• Solving the trust-region subproblem using the Lanczos method. The approximate minimization of a quadratic ... ellipsoidal trust region is an important subproblem for many nonlinear programming methods. When the number ... convergence or until it reaches the trust-region boundary. We investigate ways of continuing ... observe that the trust-region problem within the currently generated Krylov subspace has a very...

• LSTRS

• Referenced in 32 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...

• SE-Sync

• Referenced in 9 articles [sw40678]
• manifold, and design a truncated-Newton trust-region method to solve this reduction efficiently. Finally...

• TRICE

• Referenced in 46 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 6 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 16 articles [sw05208]
• Matlab implementation of a trust-region Gauss-Newton method for bound-constrained nonlinear least-squares...

• ipfilter

• Referenced in 72 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...

• LCOBYQA

• Referenced in 9 articles [sw10964]
• minimized by a trust-region subproblem using the conjugate gradient method for a new iterate...

• LSA

• Referenced in 5 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...

• Boosters

• Referenced in 12 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 38 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 12 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 3 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...

• DEFT-FUNNEL

• Referenced in 1 article [sw40491]
• grey-box and black-box optimization methods for constrained global optimization problems in fields such ... that belongs to the class of trust-region sequential quadratic optimization algorithms. Polynomial interpolation models ... compares favorably with state-of-the-art methods on two sets of benchmark problems...

• ADOL-C

• Referenced in 249 articles [sw00019]
• ADOL-C: Automatic Differentiation of C/C++. We present...

• CSDP

• Referenced in 202 articles [sw00169]
• CSDP, A C Library for Semidefinite Programming. This...