A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization

DOI10.1080/03155986.2019.1624490OpenAlexW2965596841WikidataQ127434029 ScholiaQ127434029MaRDI QIDQ5882393

Jean-Pierre Dussault

Publication date: 15 March 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03155986.2019.1624490

zbMATH Keywords

unconstrained optimizationnonlinear optimizationtrust-region algorithmsJulia programming languageadaptive cubic regularization methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Uses Software

• MA57
• L-BFGS-B
• L-BFGS
• Ipopt
• mctoolbox
• LBFGS-B
• GQTPAR
• HSL_MA97
• Julia
• JuMP

Cites Work

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• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Minimizing a Quadratic Over a Sphere
• Julia: A Fresh Approach to Numerical Computing
• Computing a Trust Region Step
• Iterative Methods for Finding a Trust-region Step
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
• Algorithm 778: L-BFGS-B
• Fast CG-Based Methods for Tikhonov--Phillips Regularization
• Trust Region Methods
• ARC_q: a new adaptive regularization by cubics
• Solving the Trust-Region Subproblem using the Lanczos Method
• MA57---a code for the solution of sparse symmetric definite and indefinite systems
• Maximization by Quadratic Hill-Climbing
• JuMP: A Modeling Language for Mathematical Optimization
• A method for the solution of certain non-linear problems in least squares
• Benchmarking optimization software with performance profiles.