Recent advances in trust region algorithms

Y Yuan - Mathematical Programming, 2015 - Springer
Trust region methods are a class of numerical methods for optimization. Unlike line search
type methods where a line search is carried out in each iteration, trust region methods …

Contrasting genetic architectures of schizophrenia and other complex diseases using fast variance-components analysis

PR Loh, G Bhatia, A Gusev, HK Finucane… - Nature …, 2015 - nature.com
Heritability analyses of genome-wide association study (GWAS) cohorts have yielded
important insights into complex disease architecture, and increasing sample sizes hold the …

Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results

C Cartis, NIM Gould, PL Toint - Mathematical Programming, 2011 - Springer
Abstract An Adaptive Regularisation algorithm using Cubics (ARC) is proposed for
unconstrained optimization, generalizing at the same time an unpublished method due to …

[图书][B] Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives

C Cartis, NIM Gould, PL Toint - 2022 - SIAM
Do you know the difference between an optimist and a pessimist? The former believes we
live in the best possible world, and the latter is afraid that the former might be right.… In that …

Robust optimal power flow solution using trust region and interior-point methods

AA Sousa, GL Torres… - IEEE Transactions on …, 2010 - ieeexplore.ieee.org
A globally convergent optimization algorithm for solving large nonlinear optimal power flow
(OPF) problems is presented. As power systems become heavily loaded, there is an …

Finding optimal algorithmic parameters using derivative-free optimization

C Audet, D Orban - SIAM Journal on Optimization, 2006 - SIAM
The objectives of this paper are twofold. We devise a general framework for identifying
locally optimal algorithmic parameters. Algorithmic parameters are treated as decision …

Nonlinear identification of machine settings for flank form modifications in hypoid gears

A Artoni, M Gabiccini, M Guiggiani - 2008 - asmedigitalcollection.asme.org
This paper presents a new systematic method for identifying the values of the machine-tool
settings required to obtain flank form modifications in hypoid gears. The problem is given a …

[HTML][HTML] A nonmonotone trust-region line search method for large-scale unconstrained optimization

M Ahookhosh, K Amini, MR Peyghami - Applied Mathematical Modelling, 2012 - Elsevier
We consider an efficient trust-region framework which employs a new nonmonotone line
search technique for unconstrained optimization problems. Unlike the traditional …

An efficient nonmonotone trust-region method for unconstrained optimization

M Ahookhosh, K Amini - Numerical Algorithms, 2012 - Springer
The monotone trust-region methods are well-known techniques for solving unconstrained
optimization problems. While it is known that the nonmonotone strategies not only can …

Data-driven modeling and parameter estimation of nonlinear systems

K Kumar - The European Physical Journal B, 2023 - Springer
Nonlinear systems play a significant role in numerous scientific and engineering disciplines,
and comprehending their behavior is crucial for the development of effective control and …