Combining trust-region techniques and Rosenbrock methods to compute stationary points

DOI10.1007/s10957-008-9469-0zbMath1190.90213OpenAlexW1973186209MaRDI QIDQ1016405

Hon-Wah Tam, Carl. T. Kelley, Li-Zhi Liao, Xin-long Luo

Publication date: 5 May 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9469-0

zbMATH Keywords

unconstrained optimizationordinary differential equationsgradient system

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization ⋮ Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data ⋮ An ODE-like nonmonotone method for nonsmooth convex optimization ⋮ A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry ⋮ A nonmonotone ODE-based method for unconstrained optimization ⋮ A hybrid BB-type method for solving large scale unconstrained optimization ⋮ A modified ODE-based algorithm for unconstrained optimization problems ⋮ A hybrid ODE-based method for unconstrained optimization problems ⋮ A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems ⋮ A second-order pseudo-transient method for steady-state problems ⋮ Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization ⋮ An ODE-based nonmonotone method for unconstrained optimization problems

Uses Software

• Matlab
• RODAS
• NewtonLib
• minpack
• ode23
• ode45
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite

Cites Work

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