Active-set projected trust-region algorithm for box-constrained nonsmooth equations
From MaRDI portal
Publication:704744
DOI10.1023/B:JOTA.0000025712.43243.ebzbMath1140.65331OpenAlexW2093151257MaRDI QIDQ704744
Xiaojiao Tong, Liqun Qi, Dong-hui Li
Publication date: 19 January 2005
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jota.0000025712.43243.eb
global convergenceactive-set strategytrust-region methodssuperlinear/quadratic convergenceNonsmooth equations
Derivative-free methods and methods using generalized derivatives (90C56) Numerical computation of solutions to systems of equations (65H10) Methods of quasi-Newton type (90C53)
Related Items
A trust region method with project step for bound constrained optimization without compact condition, Partially symmetrical derivative-free Liu–Storey projection method for convex constrained equations, A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations, Multivariate Encryption Schemes Based on Polynomial Equations over Real Numbers, Smoothing SQP algorithm for semismooth equations with box constraints, An interior-point affine-scaling trust-region method for semismooth equations with box constraints, A generalized hybrid CGPM-based algorithm for solving large-scale convex constrained equations with applications to image restoration, Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation, Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems, A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints, Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints, A projection-based hybrid PRP-DY type conjugate gradient algorithm for constrained nonlinear equations with applications, A modified spectral gradient projection-based algorithm for large-scale constrained nonlinear equations with applications in compressive sensing, Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization, A convergence analysis of hybrid gradient projection algorithm for constrained nonlinear equations with applications in compressed sensing, An active-set projected trust region algorithm for box constrained optimization problems, Some modified Hestenes-Stiefel conjugate gradient algorithms with application in image restoration, A modified inertial three-term conjugate gradient projection method for constrained nonlinear equations with applications in compressed sensing, Sufficient descent Polak-Ribière-Polyak conjugate gradient algorithm for large-scale box-constrained optimization, A globally convergent matrix-free method for constrained equations and its linear convergence rate, Spectral residual methods with two new non-monotone line searches for large-scale nonlinear systems of equations, Trust-region method for box-constrained semismooth equations and its applications to complementary problems, A modified Hestenes-Stiefel projection method for constrained nonlinear equations and its linear convergence rate, A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties, An interior global method for nonlinear systems with simple bounds, A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations, A Cauchy point direction trust region algorithm for nonlinear equations, Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints, Two spectral gradient projection methods for constrained equations and their linear convergence rate, Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints, Solving equations via the trust region and its application to a class of stochastic linear complementarity problems, A new smoothing Newton method for solving constrained nonlinear equations, On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions, A projected derivative-free algorithm for nonlinear equations with convex constraints, Spectral gradient projection method for monotone nonlinear equations with convex constraints, The Lagrangian globalization method for nonsmooth constrained equations, Improved smoothing Newton methods for \(P_0\) nonlinear complementarity problems, A Trust Region Algorithm with Conjugate Gradient Technique for Optimization Problems, An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations, Three derivative-free projection methods for nonlinear equations with convex constraints
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Test examples for nonlinear programming codes
- New constrained optimization reformulation of complementarity problems
- A QP-free constrained Newton-type method for variational inequality problems
- On unconstrained and constrained stationary points of the implicit Lagrangian
- A feasible semismooth asymptotically Newton method for mixed complementarity problems
- On the truncated conjugate gradient method
- On the resolution of monotone complementarity problems
- An affine scaling trust-region approach to bound-constrained nonlinear systems
- On Smoothing Methods for the P0 Matrix Linear Complementarity Problem
- Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems
- Regular Pseudo-Smooth NCP and BVIP Functions and Globally and Quadratically Convergent Generalized Newton Methods for Complementarity and Variational Inequality Problems
- A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
- Nonsmooth Equations: Motivation and Algorithms
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- Optimization and nonsmooth analysis
- Projected gradient methods for linearly constrained problems
- Engineering and Economic Applications of Complementarity Problems
- A Trust Region Method for Solving Generalized Complementarity Problems
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Strictly feasible equation-based methods for mixed complementarity problems