Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods

Cites Work

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On solving L-SR1 trust-region subproblems
On solving trust-region and other regularised subproblems in optimization
Convergence of quasi-Newton matrices generated by the symmetric rank one update
Representations of quasi-Newton matrices and their use in limited memory methods
Local convergence of the symmetric rank-one iteration
Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints
A dense initialization for limited-memory quasi-Newton methods
Triangular factors of modified matrices
On efficiently combining limited-memory and trust-region techniques
Optimization theory and methods. Nonlinear programming
On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices
Computing a Trust Region Step
Algorithm 873
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
Some NP-complete problems in quadratic and nonlinear programming
Two-Point Step Size Gradient Methods
Curvilinear path steplength algorithms for minimization which use directions of negative curvature
Updating Quasi-Newton Matrices with Limited Storage
Computing Optimal Locally Constrained Steps
Newton’s Method with a Model Trust Region Modification
Algorithm 778: L-BFGS-B
Trust Region Methods
A Theoretical and Experimental Study of the Symmetric Rank-One Update
Measures for Symmetric Rank-One Updates
Methods for Modifying Matrix Factorizations
Algorithm 943
CUTEr and SifDec
Benchmarking optimization software with performance profiles.