On Regularization and Active-set Methods with Complexity for Constrained Optimization
暂无分享,去创建一个
[1] D K Smith,et al. Numerical Optimization , 2001, J. Oper. Res. Soc..
[2] Marco Sciandrone,et al. A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques , 2016, Optim. Methods Softw..
[3] Y. Nesterov,et al. Globally Convergent Second-order Schemes for Minimizing Twice-differentiable Functions , 2016 .
[4] J. M. Martínez,et al. On sequential optimality conditions for smooth constrained optimization , 2011 .
[5] José Mario Martínez,et al. Spectral Projected Gradient Methods: Review and Perspectives , 2014 .
[6] Jorge Nocedal,et al. Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization” , 2011, TOMS.
[7] Benar Fux Svaiter,et al. A Practical Optimality Condition Without Constraint Qualifications for Nonlinear Programming , 2003 .
[8] José Mario Martínez,et al. Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization , 2017, J. Glob. Optim..
[9] Ernesto G. Birgin,et al. 2 . 2 Meaning of “ to solve a problem ” , 2011 .
[10] Marco Sciandrone,et al. On the use of iterative methods in cubic regularization for unconstrained optimization , 2015, Comput. Optim. Appl..
[11] J. Dunn. On the convergence of projected gradient processes to singular critical points , 1987 .
[12] José Mario Martínez,et al. Nonmonotone Spectral Projected Gradient Methods on Convex Sets , 1999, SIAM J. Optim..
[13] José Mario Martínez,et al. The Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained Optimization , 2017, SIAM J. Optim..
[14] Michael A. Saunders,et al. Large-scale linearly constrained optimization , 1978, Math. Program..
[15] Ana Friedlander,et al. On the numerical solution of bound constrained optimization problems , 1989 .
[16] Yurii Nesterov,et al. Regularized Newton Methods for Minimizing Functions with Hölder Continuous Hessians , 2017, SIAM J. Optim..
[17] P. Toint,et al. Evaluation Complexity Bounds for Smooth Constrained Nonlinear Optimization Using Scaled KKT Conditions and High-Order Models , 2019, Approximation and Optimization.
[18] José Mario Martínez,et al. Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models , 2017, Math. Program..
[19] Nicholas I. M. Gould,et al. Complexity bounds for second-order optimality in unconstrained optimization , 2012, J. Complex..
[20] P. Toint,et al. Global convergence of a class of trust region algorithms for optimization with simple bounds , 1988 .
[21] Zdenek Dostál,et al. Projector preconditioning for partially bound‐constrained quadratic optimization , 2007, Numer. Linear Algebra Appl..
[22] J. M. Martínez,et al. Inexact spectral projected gradient methods on convex sets , 2003 .
[23] J. M. Martínez,et al. Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization , 2005 .
[24] Yurii Nesterov,et al. Cubic regularization of Newton method and its global performance , 2006, Math. Program..
[25] José Mario Martínez,et al. Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models , 2016, SIAM J. Optim..
[26] José Mario Martínez,et al. Partial spectral projected gradient method with active-set strategy for linearly constrained optimization , 2009, Numerical Algorithms.
[27] Stephen J. Wright,et al. Numerical Optimization (Springer Series in Operations Research and Financial Engineering) , 2000 .
[28] R. Fletcher. Practical Methods of Optimization , 1988 .
[29] Frank E. Curtis. An inexact regularized Newton framework with a worst-case iteration complexity of O(ε−3/2) for nonconvex optimization , 2018 .
[30] Peter Deuflhard,et al. Affine conjugate adaptive Newton methods for nonlinear elastomechanics , 2007, Optim. Methods Softw..
[31] W. Marsden. I and J , 2012 .
[32] Nicholas I. M. Gould,et al. Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity , 2011, Math. Program..
[33] José Mario Martínez,et al. Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients , 2002, Comput. Optim. Appl..
[34] Dimitri P. Bertsekas,et al. Nonlinear Programming , 1997 .
[35] J. Dussault. Simple unified convergence proofs for Trust Region and a new ARC variant , 2015 .
[36] José Mario Martínez,et al. PACKMOL: A package for building initial configurations for molecular dynamics simulations , 2009, J. Comput. Chem..
[37] Nicholas I. M. Gould,et al. On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems , 2010, SIAM J. Optim..
[38] José Mario Martínez,et al. Algorithm 813: SPG—Software for Convex-Constrained Optimization , 2001, TOMS.
[39] Daniel P. Robinson,et al. A trust region algorithm with a worst-case iteration complexity of O(ϵ-3/2)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{docume , 2016, Mathematical Programming.
[40] José Mario Martínez,et al. On High-order Model Regularization for Constrained Optimization , 2017, SIAM J. Optim..
[41] J. M. Martínez,et al. Spectral projected gradient and variable metric methods for optimization with linear inequalities , 2005 .
[42] Nicholas I. M. Gould,et al. CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization , 2013, Computational Optimization and Applications.
[43] Zdenek Dostál,et al. Box Constrained Quadratic Programming with Proportioning and Projections , 1997, SIAM J. Optim..
[44] J. Dunn. Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes , 1981 .
[45] J. Dunn. Newton’s Method and the Goldstein Step-Length Rule for Constrained Minimization Problems , 1980 .
[46] Nicholas I. M. Gould,et al. Universal regularization methods - varying the power, the smoothness and the accuracy , 2018, 1811.07057.
[47] D. Gleich. TRUST REGION METHODS , 2017 .
[48] G. G. Stokes. "J." , 1890, The New Yale Book of Quotations.
[49] P. Toint,et al. An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity , 2012 .
[50] Ya-xiang Yuan,et al. On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization , 2015, Math. Program..
[51] Jean-Pierre Dussault. ARCq: a new adaptive regularization by cubics , 2018, Optim. Methods Softw..