Non-monotone algorithm for minimization on arbitrary domains with applications to large-scale orthogonal Procrustes problem

DOI10.1016/j.apnum.2016.09.018zbMath1354.65120OpenAlexW2529795145MaRDI QIDQ343664

M. Weber Mendonça, Fermin S. Viloche Bazán, Juliano B. Francisco

Publication date: 28 November 2016

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2016.09.018

zbMATH Keywords

global convergenceregularizationnumerical experimentstrust-region methodarbitrary domainslarge-scale orthogonal procrustes problemnon-monotone algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (7)

Nonmonotone inexact restoration approach for minimization with orthogonality constraints ⋮ Non-monotone inexact restoration method for nonlinear programming ⋮ Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold ⋮ A non-monotone linear search algorithm with mixed direction on Stiefel manifold ⋮ Projected nonmonotone search methods for optimization with orthogonality constraints ⋮ Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization ⋮ A Spectral Gradient Projection Method for the Positive Semi-definite Procrustes Problem

Uses Software

• GALAHAD
• na26
• CUTEst

Cites Work

• Unnamed Item
• Unnamed Item
• Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds
• Global convergence of nonmonotone descent methods for unconstrained optimization problems
• Successive projection method for solving the unbalanced Procrustes problem
• Sums of random symmetric matrices and quadratic optimization under orthogonality constraints
• Restarted block Lanczos bidiagonalization methods
• Solving bound constrained optimization via a new nonmonotone spectral projected gradient method
• The symmetric Procrustes problem
• First-order conditions for isolated locally optimal solutions
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• Nonmonotone adaptive trust-region method for unconstrained optimization problems
• On minimization on Stiefel manifolds
• Nonmonotone trust region method for solving optimization problems
• A new modified nonmonotone adaptive trust region method for unconstrained optimization
• Nonmonotone adaptive trust region method with line search based on new diagonal updating
• A class on nonmonotone stabilization methods in unconstrained optimization
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• An implicitly restarted block Lanczos bidiagonalization method using Leja shifts
• A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values
• The block least squares method for solving nonsymmetric linear systems with multiple right-hand sides
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods
• The Geometry of Algorithms with Orthogonality Constraints
• Inexact spectral projected gradient methods on convex sets
• The Procrustes Problem for Orthogonal Stiefel Matrices
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• Benchmarking optimization software with performance profiles.
• On the nonmonotone line search

This page was built for publication: Non-monotone algorithm for minimization on arbitrary domains with applications to large-scale orthogonal Procrustes problem