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Survey of trust-region derivative free optimization methods
1. | Middle East Technical University, Department of Mathematics & Institute of Applied Mathematics, 06531 Ankara, Turkey |
[1] |
Jun Takaki, Nobuo Yamashita. A derivative-free trust-region algorithm for unconstrained optimization with controlled error. Numerical Algebra, Control and Optimization, 2011, 1 (1) : 117-145. doi: 10.3934/naco.2011.1.117 |
[2] |
Liang Zhang, Wenyu Sun, Raimundo J. B. de Sampaio, Jinyun Yuan. A wedge trust region method with self-correcting geometry for derivative-free optimization. Numerical Algebra, Control and Optimization, 2015, 5 (2) : 169-184. doi: 10.3934/naco.2015.5.169 |
[3] |
Min Xi, Wenyu Sun, Jun Chen. Survey of derivative-free optimization. Numerical Algebra, Control and Optimization, 2020, 10 (4) : 537-555. doi: 10.3934/naco.2020050 |
[4] |
Jun Chen, Wenyu Sun, Zhenghao Yang. A non-monotone retrospective trust-region method for unconstrained optimization. Journal of Industrial and Management Optimization, 2013, 9 (4) : 919-944. doi: 10.3934/jimo.2013.9.919 |
[5] |
Xin Zhang, Jie Wen, Qin Ni. Subspace trust-region algorithm with conic model for unconstrained optimization. Numerical Algebra, Control and Optimization, 2013, 3 (2) : 223-234. doi: 10.3934/naco.2013.3.223 |
[6] |
A. M. Bagirov, Moumita Ghosh, Dean Webb. A derivative-free method for linearly constrained nonsmooth optimization. Journal of Industrial and Management Optimization, 2006, 2 (3) : 319-338. doi: 10.3934/jimo.2006.2.319 |
[7] |
Dan Xue, Wenyu Sun, Hongjin He. A structured trust region method for nonconvex programming with separable structure. Numerical Algebra, Control and Optimization, 2013, 3 (2) : 283-293. doi: 10.3934/naco.2013.3.283 |
[8] |
Nobuko Sagara, Masao Fukushima. trust region method for nonsmooth convex optimization. Journal of Industrial and Management Optimization, 2005, 1 (2) : 171-180. doi: 10.3934/jimo.2005.1.171 |
[9] |
Chunlin Hao, Xinwei Liu. A trust-region filter-SQP method for mathematical programs with linear complementarity constraints. Journal of Industrial and Management Optimization, 2011, 7 (4) : 1041-1055. doi: 10.3934/jimo.2011.7.1041 |
[10] |
Jing Zhou, Cheng Lu, Ye Tian, Xiaoying Tang. A SOCP relaxation based branch-and-bound method for generalized trust-region subproblem. Journal of Industrial and Management Optimization, 2021, 17 (1) : 151-168. doi: 10.3934/jimo.2019104 |
[11] |
Lijuan Zhao, Wenyu Sun. Nonmonotone retrospective conic trust region method for unconstrained optimization. Numerical Algebra, Control and Optimization, 2013, 3 (2) : 309-325. doi: 10.3934/naco.2013.3.309 |
[12] |
Wei-Zhe Gu, Li-Yong Lu. The linear convergence of a derivative-free descent method for nonlinear complementarity problems. Journal of Industrial and Management Optimization, 2017, 13 (2) : 531-548. doi: 10.3934/jimo.2016030 |
[13] |
Gaohang Yu. A derivative-free method for solving large-scale nonlinear systems of equations. Journal of Industrial and Management Optimization, 2010, 6 (1) : 149-160. doi: 10.3934/jimo.2010.6.149 |
[14] |
Dong-Hui Li, Xiao-Lin Wang. A modified Fletcher-Reeves-Type derivative-free method for symmetric nonlinear equations. Numerical Algebra, Control and Optimization, 2011, 1 (1) : 71-82. doi: 10.3934/naco.2011.1.71 |
[15] |
Yigui Ou, Wenjie Xu. A unified derivative-free projection method model for large-scale nonlinear equations with convex constraints. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021125 |
[16] |
Yannan Chen, Jingya Chang. A trust region algorithm for computing extreme eigenvalues of tensors. Numerical Algebra, Control and Optimization, 2020, 10 (4) : 475-485. doi: 10.3934/naco.2020046 |
[17] |
Honglan Zhu, Qin Ni, Meilan Zeng. A quasi-Newton trust region method based on a new fractional model. Numerical Algebra, Control and Optimization, 2015, 5 (3) : 237-249. doi: 10.3934/naco.2015.5.237 |
[18] |
Gunther Dirr, Hiroshi Ito, Anders Rantzer, Björn S. Rüffer. Separable Lyapunov functions for monotone systems: Constructions and limitations. Discrete and Continuous Dynamical Systems - B, 2015, 20 (8) : 2497-2526. doi: 10.3934/dcdsb.2015.20.2497 |
[19] |
Gerard Gómez, Josep–Maria Mondelo, Carles Simó. A collocation method for the numerical Fourier analysis of quasi-periodic functions. I: Numerical tests and examples. Discrete and Continuous Dynamical Systems - B, 2010, 14 (1) : 41-74. doi: 10.3934/dcdsb.2010.14.41 |
[20] |
Gerard Gómez, Josep–Maria Mondelo, Carles Simó. A collocation method for the numerical Fourier analysis of quasi-periodic functions. II: Analytical error estimates. Discrete and Continuous Dynamical Systems - B, 2010, 14 (1) : 75-109. doi: 10.3934/dcdsb.2010.14.75 |
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