Nonlinear Optimization Submissions  2011
January 2011
Unconstrained Optimization
On the convergence of trust region algorithms for unconstrained minimization without derivatives
MJD Powell
Boundconstrained Optimization
An Iterative algorithm for large size LeastSquares constrained regularization problems.
Elena Loli Piccolomini, Zama Fabiana
February 2011
Other
A Note on Superlinear Convergence of a Primaldual Interior Point Method for Nonlinear Semidefinite 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
DERIVATIVEFREE 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 GaussNewton trustregion method for nonlinear leastsquares problems with simple bounds
Margherita Porcelli
March 2011
Nonlinear Systems and LeastSquares
Convergence analysis of a proximal GaussNewton method
Saverio Salzo, Silvia Villa
Constrained Nonlinear Optimization
SecondOrderCone Constraints for Extended TrustRegion 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 firstorder critical points in constrained nonlinear optimization
Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint
A surrogate management framework using rigorous trustregions steps
S. Gratton, L. N. Vicente
Constrained Nonlinear Optimization
On the Implementation of an InteriorPoint 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 Lowrank Matrix Recovery via Nonconvex MpMinimization
Lingchen Kong, Naihua Xiu
Constrained Nonlinear Optimization
Optimal Sensitivity Based on IPOPT
Hans Pirnay, Rodrigo Lopez Negrete, Lorenz Biegler
Parallel Stochastic Gradient Algorithms for LargeScale Matrix Completion
Benjamin Recht, Christopher Re
Unconstrained Optimization
Global Convergence of Radial Basis Function Trust Region DerivativeFree Algorithms
Stefan Wild, Christine Shoemaker
May 2011
Constrained Nonlinear Optimization
A short derivation of the KuhnTucker conditions
Yoshihiro Tanaka
Unconstrained Optimization
A MatrixFree Approach For Solving The Gaussian Process Maximum Likelihood Problem
Mihai Anitescu, Jie Chen, Lei Wang
Unconstrained Optimization
On Nesterov's Smooth ChebyshevRosenbrock 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 Newtontype 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 BenTal, Dick Den Hertog, Monique Laurent
Unconstrained Optimization
A Nonlinear Conjugate Gradient Algorithm with An Optimal Property and An Improved Wolfe Line Search
YuHong Dai, CaiXia Kou
HOGWILD!: A LockFree 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 ChebyshevRosenbrock 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 NelderMead algorithm in two dimensions
Jeffrey Lagarias, Bjorn Poonen, Margaret Wright
August 2011
A conjugate directions approach to improve the limitedmemory 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 "EffortAccuracy" Trade off
João X. da Cruz Neto, Paulo R. Oliveira, Pedro A. Soares Jr, Antoine Soubeyran
September 2011
Quadratic Programming
Trajectoryfollowing methods for largescale 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 LowRank 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
Boundconstrained Optimization
Subspace accelerated matrix splitting algorithms for boundconstrained quadratic programming and linear complementarity problems
Daniel Robinson, Liming Feng, Jorge Nocedal, JongShi 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 Rlinearly 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 DerivativeFree Optimization
Zaikun Zhang
Constrained Nonlinear Optimization
Inexact Restoration method for DerivativeFree 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, JeanPierre Dussault
High order Halley type directions
Bilel Kchouk, JeanPierre Dussault
Modifications of the limitedmemory BNS method for better satisfaction of previous quasiNewton 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
