An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints

DOI10.1016/j.cam.2017.02.028zbMath1365.49030OpenAlexW2592281852MaRDI QIDQ2357423

Xiaojin Huang, De-Tong Zhu

Publication date: 13 June 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.02.028

zbMATH Keywords

Lagrange interpolationinterior point methodderivative-free methodaffine scalingcubic regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items (4)

Survey of derivative-free optimization ⋮ Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization ⋮ A derivative-free algorithm for spherically constrained optimization ⋮ Generalized affine scaling algorithms for linear programming problems

Uses Software

• BOBYQA
• COBYLA2

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the local convergence of a derivative-free algorithm for least-squares minimization
• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
• Test examples for nonlinear programming codes
• On trust region methods for unconstrained minimization without derivatives
• Combining trust-region and line-search algorithms for minimization subject to bounds
• Pseudopower expansion of solutions of generalized equations and constrained optimization problems
• Cubic regularization of Newton method and its global performance
• On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization
• A Derivative-Free Algorithm for Least-Squares Minimization
• Introduction to Derivative-Free Optimization
• Strongly Regular Generalized Equations
• A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
• Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming
• An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
• On the use of quadratic models in unconstrained minimization without derivatives
• The trust region affine interior point algorithm for convex and nonconvex quadratic programming
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• Strong local convergence properties of adaptive regularized methods for nonlinear least squares
• An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints

This page was built for publication: An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints