A matrix-free line-search algorithm for nonconvex optimization

DOI10.1080/10556788.2017.1332618zbMath1416.90023OpenAlexW2710596724MaRDI QIDQ4646671

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Publication date: 14 January 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2017.1332618

zbMATH Keywords

conjugate gradient methodnonlinear programmingmachine learningtrust-region methodsHessian-free methodsnonconvex large-scale problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) General topics in artificial intelligence (68T01)

Related Items (2)

Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem ⋮ A reduced-space line-search method for unconstrained optimization via random descent directions

Uses Software

• GALAHAD
• CUTEr
• tn
• HSL-VF05

Cites Work

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• On the truncated conjugate gradient method
• A primal-dual trust region algorithm for nonlinear optimization
• Second-order stagewise backpropagation for Hessian-matrix analyses and investigation of negative curvature
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• Minimizing a Quadratic Over a Sphere
• Fast Curvature Matrix-Vector Products for Second-Order Gradient Descent
• Newton-Type Minimization via the Lanczos Method
• Iterative Methods for Finding a Trust-region Step
• A Subspace Minimization Method for the Trust-Region Step
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• A discrete Newton algorithm for minimizing a function of many variables
• Numerical Optimization
• CUTE
• Trust Region Methods
• Solving the Trust-Region Subproblem using the Lanczos Method
• A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• Benchmarking optimization software with performance profiles.

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