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Nonlinear Optimization Submissions - 2011

January 2011

Unconstrained Optimization
On the convergence of trust region algorithms for unconstrained minimization without derivatives
MJD Powell

Bound-constrained Optimization
An Iterative algorithm for large size Least-Squares constrained regularization problems.
Elena Loli Piccolomini, Zama Fabiana


February 2011

Other
A Note on Superlinear Convergence of a Primal-dual Interior Point Method for Nonlinear Semi-definite Programming
Chee Khian Sim

On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
C Cartis, N I M Gould, Ph L Toint

Unconstrained Optimization
DERIVATIVE-FREE OPTIMIZATION OF EXPENSIVE FUNCTIONS WITH COMPUTATIONAL ERROR USING WEIGHTED REGRESSION
Stephen Billups, Jeffrey Larson, Peter Graf

Quadratic Programming
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Vincent Guigues

Updating the regularization parameter in the adaptive cubic regularization algorithm
Nick Gould, Margherita Porcelli, Philippe Toint

On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
Margherita Porcelli


March 2011

Nonlinear Systems and Least-Squares
Convergence analysis of a proximal Gauss-Newton method
Saverio Salzo, Silvia Villa

Constrained Nonlinear Optimization
Second-Order-Cone Constraints for Extended Trust-Region Subproblems
Samuel Burer, Kurt Anstreicher

Unconstrained Optimization
A Perry Descent Conjugate Gradient Method with Restricted Spectrum
Dongyi Liu, Genqi Xu

Unconstrained Optimization
A Dwindling Filter Line Search Method for Unconstrained Optimization
Wenyu Sun


April 2011

On the complexity of finding first-order critical points in constrained nonlinear optimization
Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint

A surrogate management framework using rigorous trust-regions steps
S. Gratton, L. N. Vicente

Constrained Nonlinear Optimization
On the Implementation of an Interior-Point Algorithm for Nonlinear Optimization with Inexact Step Computations
Frank Curtis, Johannes Huber, Olaf Schenk, Andreas Waechter

Constrained Nonlinear Optimization
An Implementation of an Algorithm for Nonlinear Programming Based on Piecewise Linear Models
Richard Byrd, Jorge Nocedal, Richard Waltz, Yuchen Wu

Exact Low-rank Matrix Recovery via Nonconvex Mp-Minimization
Lingchen Kong, Naihua Xiu

Constrained Nonlinear Optimization
Optimal Sensitivity Based on IPOPT
Hans Pirnay, Rodrigo Lopez Negrete, Lorenz Biegler

Parallel Stochastic Gradient Algorithms for Large-Scale Matrix Completion
Benjamin Recht, Christopher Re

Unconstrained Optimization
Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms
Stefan Wild, Christine Shoemaker


May 2011

Constrained Nonlinear Optimization
A short derivation of the Kuhn-Tucker conditions
Yoshihiro Tanaka

Unconstrained Optimization
A Matrix-Free Approach For Solving The Gaussian Process Maximum Likelihood Problem
Mihai Anitescu, Jie Chen, Lei Wang

Unconstrained Optimization
On Nesterov's Smooth Chebyshev-Rosenbrock Function
Florian Jarre Jarre

Systems governed by Differential Equations Optimization
Efficient Direct Multiple Shooting for Nonlinear Model Predictive Control on Long Horizons
Christian Kirches, Leonard Wirsching, Hans Georg Bock, Johannes P. Schlöder


June 2011

Constrained Nonlinear Optimization
Inexact projected gradient method for vector optimization
Ellen H. Fukuda, L. M. Graña Drummond

Optimal Newton-type methods for nonconvex smooth optimization problems
Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint

Constrained Nonlinear Optimization
Hidden convexity in partially separable optimization
Aharon Ben-Tal, Dick Den Hertog, Monique Laurent

Unconstrained Optimization
A Nonlinear Conjugate Gradient Algorithm with An Optimal Property and An Improved Wolfe Line Search
Yu-Hong Dai, Cai-Xia Kou

HOGWILD!: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent
Feng Niu, Benjamin Recht, Re Christopher, Stephen Wright


July 2011

Unconstrained Optimization
A Note About The Complexity Of Minimizing Nesterov's Smooth Chebyshev-Rosenbrock Function
Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint

Constrained Nonlinear Optimization
Two new weak constraint qualifications and applications
Roberto Andreani, Gabriel Haeser, María Laura Schuverdt, Paulo J. S. Silva

Unconstrained Optimization
Convergence of the restricted Nelder-Mead algorithm in two dimensions
Jeffrey Lagarias, Bjorn Poonen, Margaret Wright


August 2011

A conjugate directions approach to improve the limited-memory BFGS method
Jan Vlcek, Ladislav Luksan

Optimality conditions of the nonlinear programming on Riemannian manifolds
Wei Hong Yang, Leihong Zhang

Proximal point method on Finslerian manifolds and the "E ffort-Accuracy" Trade o ff
João X. da Cruz Neto, Paulo R. Oliveira, Pedro A. Soares Jr, Antoine Soubeyran


September 2011

Quadratic Programming
Trajectory-following methods for large-scale degenerate convex quadratic programming
Nick Gould, Dominique Orban, Daniel Robinson

Constrained Nonlinear Optimization
Adjoint Sensitivity Analysis for Numerical Weather Prediction: Applications to Power Grid Optimization
Alexandru Cioaca, Victor M. Zavala, Emil M. Constantinescu

Constrained Nonlinear Optimization
An FPTAS for Optimizing a Class of Low-Rank Functions Over a Polytope
Shashi Mittal, Andreas S. Schulz

Constrained Nonlinear Optimization
Global Convergence of General Filter Algorithms
Gislaine Aparecida Periçaro, Ademir Alves Ribeiro, Elizabeth Wegner Karas

Unconstrained Optimization
A short note on the global convergence of the unmodified PRP method
Weijun Zhou

Unconstrained Optimization
Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization
Y Narushima, H Yabe

Bound-constrained Optimization
Subspace accelerated matrix splitting algorithms for bound-constrained quadratic programming and linear complementarity problems
Daniel Robinson, Liming Feng, Jorge Nocedal, Jong-Shi Pang


October 2011

A robust Kantorovich's theorem on inexact Newton method with relative residual error tolerance
O. P. Ferreira, B. F. Svaiter

Constrained Nonlinear Optimization
Regularized Sequential Quadratic Programing
Philip Gill, Daniel Robinson


November 2011

Sample Size Selection in Optimization Methods for Machine Learning
Richard Byrd, Gillian M Chin, Jorge Nocedal, Yuchen Wu

Global Error bounds for systems of convex polynomials over polyhedral constraints
Huynh Van Ngai

A globally and R-linearly convergent hybrid HS and PRP method and its inexact version with applications
Weijun Zhou

Robust inversion, dimensionality reduction, and randomized sampling
Aleksandr Aravkin, Michael P. Friedlander, Felix Herrmann, Tristan van Leeuwen

Unconstrained Optimization
Sobolev Seminorm of Quadratic Functions with Applications to Derivative-Free Optimization
Zaikun Zhang

Constrained Nonlinear Optimization
Inexact Restoration method for Derivative-Free Optimization with smooth constraints
L. F. Bueno, A. Friedlander, J. M. Martínez, F. N. C. Sobral


December 2011

Systems governed by Differential Equations Optimization
On the Difficulty of Deciding Asymptotic Stability of Cubic Homogeneous Vector Fields
Amir Ali Ahmadi

A new family of high order directions for unconstrained optimization inspired by Chebyshev and Shamanskii methods
Bilel Kchouk, Jean-Pierre Dussault

High order Halley type directions
Bilel Kchouk, Jean-Pierre Dussault

Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton conditions
Ladislav Luksan, Jan Vlcek

A NEW PROBABILISTIC ALGORITHM FOR SOLVING NONLINEAR EQUATIONS SYSTEMS
Nguyen Huu Thong, Tran Van Hao

Constrained Nonlinear Optimization
The Lagrange method and SAO with bounds on the dual variables
MJD Powell

A preconditioning framework for sequences of diagonally modified linear systems arising in optimization
Stefania Bellavia, Valentina De Simone, Daniela di Serafino, Benedetta Morini

Constrained Nonlinear Optimization
Global Convergence of a General Filter Algorithm Based on an Efficiency Condition of the Step
Gislaine Aparecida PERIÇARO, Ademir Alves RIBEIRO, Elizabeth Wegner KARAS

Systems governed by Differential Equations Optimization
Parallel algebraic multilevel Schwarz preconditioners for elliptic PDE systems
Alfio Borzì, Valentina De Simone, Daniela di Serafino


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