Fast convergence of trust-regions for non-isolated minima via analysis of CG on indefinite matrices. [PDF]
Rebjock Q, Boumal N.
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An efficient method for generalized linear multiplicative programming problem with multiplicative constraints. [PDF]
Zhao Y, Liu S.
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A Derivative-Free Line Search and Global Convergence of Broyden-Like Method for Nonlinear Equations
In this paper, by using derivative-free line search, we propose quasi-Newton methods for smooth nonlinear equations. Under appropriate conditions, we show that the proposed quasi-Newton methods converge globally and superlinearly.
Dong-hui Li, Masao Fukushima
core
A DECOMPOSITION ALGORITHM FOR TWO-STAGE STOCHASTIC PROGRAMS WITH NONCONVEX RECOURSE FUNCTIONS. [PDF]
Li H, Cui Y.
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Global search based on efficient diagonal partitions and a set of Lipschitz constants
. In the paper, the global optimization problem of a multidimensional “black-box” function satisfying the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant is considered.
Yaroslav D. Sergeyev, Dmitri, E. Kvasov
core
A radial basis function method for noisy global optimisation. [PDF]
Banholzer D, Fliege J, Werner R.
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A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations. [PDF]
Yuan G, Hu W.
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A convergent relaxation of the Douglas-Rachford algorithm. [PDF]
Thao NH.
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Trust Region Affine Scaling Algorithms for Linearly Constrained Convex and Concave Programs
We study a trust region affine scaling algorithm for solving the linearly constrained convex or concave programming problem. Under primal nondegeneracy assumption, we prove that every accumulation point of the sequence generated by the algorithm ...
Yanhui Wang, Renato D.C. Monteiro
core
A modified three-term PRP conjugate gradient algorithm for optimization models. [PDF]
Wu Y.
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