Sun, Shigeng; Nocedal, Jorge A trust region method for noisy unconstrained optimization. (English) Zbl 1526.65023 Math. Program. 202, No. 1-2 (A), 445-472 (2023). MSC: 65K05 65Y20 90C30 PDFBibTeX XMLCite \textit{S. Sun} and \textit{J. Nocedal}, Math. Program. 202, No. 1--2 (A), 445--472 (2023; Zbl 1526.65023) Full Text: DOI arXiv
De Marchi, Alberto; Jia, Xiaoxi; Kanzow, Christian; Mehlitz, Patrick Constrained composite optimization and augmented Lagrangian methods. (English) Zbl 1522.90197 Math. Program. 201, No. 1-2 (A), 863-896 (2023). MSC: 90C30 65K05 49J53 PDFBibTeX XMLCite \textit{A. De Marchi} et al., Math. Program. 201, No. 1--2 (A), 863--896 (2023; Zbl 1522.90197) Full Text: DOI arXiv
Baraldi, Robert J.; Kouri, Drew P. A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations. (English) Zbl 1522.90113 Math. Program. 201, No. 1-2 (A), 559-598 (2023). MSC: 90C26 65K05 65K10 90C06 90C30 PDFBibTeX XMLCite \textit{R. J. Baraldi} and \textit{D. P. Kouri}, Math. Program. 201, No. 1--2 (A), 559--598 (2023; Zbl 1522.90113) Full Text: DOI
Dai, Yu-Hong; Zhang, Liwei The augmented Lagrangian method can approximately solve convex optimization with least constraint violation. (English) Zbl 1528.90256 Math. Program. 200, No. 2 (B), 633-667 (2023). Reviewer: Karel Zimmermann (Praha) MSC: 90C30 90C25 PDFBibTeX XMLCite \textit{Y.-H. Dai} and \textit{L. Zhang}, Math. Program. 200, No. 2 (B), 633--667 (2023; Zbl 1528.90256) Full Text: DOI arXiv
Jin, Qiujiang; Mokhtari, Aryan Non-asymptotic superlinear convergence of standard quasi-Newton methods. (English) Zbl 1519.90171 Math. Program. 200, No. 1 (A), 425-473 (2023). MSC: 90C25 90C53 PDFBibTeX XMLCite \textit{Q. Jin} and \textit{A. Mokhtari}, Math. Program. 200, No. 1 (A), 425--473 (2023; Zbl 1519.90171) Full Text: DOI arXiv
Ye, Haishan; Lin, Dachao; Chang, Xiangyu; Zhang, Zhihua Towards explicit superlinear convergence rate for SR1. (English) Zbl 1518.90126 Math. Program. 199, No. 1-2 (A), 1273-1303 (2023). MSC: 90C53 90C30 68Q25 PDFBibTeX XMLCite \textit{H. Ye} et al., Math. Program. 199, No. 1--2 (A), 1273--1303 (2023; Zbl 1518.90126) Full Text: DOI arXiv
Kozak, David; Molinari, Cesare; Rosasco, Lorenzo; Tenorio, Luis; Villa, Silvia Zeroth-order optimization with orthogonal random directions. (English) Zbl 1518.90127 Math. Program. 199, No. 1-2 (A), 1179-1219 (2023). MSC: 90C56 65K05 90C30 PDFBibTeX XMLCite \textit{D. Kozak} et al., Math. Program. 199, No. 1--2 (A), 1179--1219 (2023; Zbl 1518.90127) Full Text: DOI arXiv
Lodi, Andrea; Tanneau, Mathieu; Vielma, Juan-Pablo Disjunctive cuts in mixed-integer conic optimization. (English) Zbl 1518.90053 Math. Program. 199, No. 1-2 (A), 671-719 (2023). MSC: 90C11 90C25 90C57 PDFBibTeX XMLCite \textit{A. Lodi} et al., Math. Program. 199, No. 1--2 (A), 671--719 (2023; Zbl 1518.90053) Full Text: DOI arXiv
Cartis, Coralia; Roberts, Lindon Scalable subspace methods for derivative-free nonlinear least-squares optimization. (English) Zbl 07681259 Math. Program. 199, No. 1-2 (A), 461-524 (2023). MSC: 65K05 90C30 90C56 PDFBibTeX XMLCite \textit{C. Cartis} and \textit{L. Roberts}, Math. Program. 199, No. 1--2 (A), 461--524 (2023; Zbl 07681259) Full Text: DOI arXiv
Cui, Shisheng; Shanbhag, Uday V.; Yousefian, Farzad Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs. (English) Zbl 07667533 Math. Program. 198, No. 2 (B), 1153-1225 (2023). MSC: 65K15 90C15 90C30 90C33 PDFBibTeX XMLCite \textit{S. Cui} et al., Math. Program. 198, No. 2 (B), 1153--1225 (2023; Zbl 07667533) Full Text: DOI arXiv
Eltved, Anders; Burer, Samuel Strengthened SDP relaxation for an extended trust region subproblem with an application to optimal power flow. (English) Zbl 1514.90179 Math. Program. 197, No. 1 (A), 281-306 (2023). MSC: 90C22 90C26 PDFBibTeX XMLCite \textit{A. Eltved} and \textit{S. Burer}, Math. Program. 197, No. 1 (A), 281--306 (2023; Zbl 1514.90179) Full Text: DOI arXiv
Dzahini, Kwassi Joseph; Kokkolaras, Michael; Le Digabel, Sébastien Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates. (English) Zbl 1512.90148 Math. Program. 198, No. 1 (A), 675-732 (2023). MSC: 90C15 90C30 90C56 PDFBibTeX XMLCite \textit{K. J. Dzahini} et al., Math. Program. 198, No. 1 (A), 675--732 (2023; Zbl 1512.90148) Full Text: DOI arXiv
Doikov, Nikita; Nesterov, Yurii Affine-invariant contracting-point methods for convex optimization. (English) Zbl 1512.90162 Math. Program. 198, No. 1 (A), 115-137 (2023). MSC: 90C25 90C06 65K05 PDFBibTeX XMLCite \textit{N. Doikov} and \textit{Y. Nesterov}, Math. Program. 198, No. 1 (A), 115--137 (2023; Zbl 1512.90162) Full Text: DOI arXiv
Ragavan, Prasanna K.; Hunter, Susan R.; Pasupathy, Raghu; Taaffe, Michael R. Adaptive sampling line search for local stochastic optimization with integer variables. (English) Zbl 1506.90181 Math. Program. 196, No. 1-2 (B), 775-804 (2022). MSC: 90C15 90C10 PDFBibTeX XMLCite \textit{P. K. Ragavan} et al., Math. Program. 196, No. 1--2 (B), 775--804 (2022; Zbl 1506.90181) Full Text: DOI
Laiu, M. Paul; Tits, André L. An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods. (English) Zbl 1500.65025 Math. Program. 195, No. 1-2 (A), 327-366 (2022). MSC: 65K05 90C05 90C06 90C20 90C51 PDFBibTeX XMLCite \textit{M. P. Laiu} and \textit{A. L. Tits}, Math. Program. 195, No. 1--2 (A), 327--366 (2022; Zbl 1500.65025) Full Text: DOI arXiv
Yang, Minghan; Milzarek, Andre; Wen, Zaiwen; Zhang, Tong A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization. (English) Zbl 1494.90061 Math. Program. 194, No. 1-2 (A), 257-303 (2022). MSC: 90C15 90C26 90C53 90C06 PDFBibTeX XMLCite \textit{M. Yang} et al., Math. Program. 194, No. 1--2 (A), 257--303 (2022; Zbl 1494.90061) Full Text: DOI arXiv
Klep, Igor; Magron, Victor; Povh, Janez Sparse noncommutative polynomial optimization. (English) Zbl 1494.90072 Math. Program. 193, No. 2 (B), 789-829 (2022). MSC: 90C23 90C22 47N10 13J10 PDFBibTeX XMLCite \textit{I. Klep} et al., Math. Program. 193, No. 2 (B), 789--829 (2022; Zbl 1494.90072) Full Text: DOI arXiv Link
Rontsis, Nikitas; Goulart, Paul J.; Nakatsukasa, Yuji An active-set algorithm for norm constrained quadratic problems. (English) Zbl 1491.90132 Math. Program. 193, No. 1 (A), 447-483 (2022). MSC: 90C26 90C20 65F15 PDFBibTeX XMLCite \textit{N. Rontsis} et al., Math. Program. 193, No. 1 (A), 447--483 (2022; Zbl 1491.90132) Full Text: DOI arXiv
Kouri, Drew P.; Surowiec, Thomas M. A primal-dual algorithm for risk minimization. (English) Zbl 1500.90035 Math. Program. 193, No. 1 (A), 337-363 (2022). MSC: 90C15 65K10 93E20 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, Math. Program. 193, No. 1 (A), 337--363 (2022; Zbl 1500.90035) Full Text: DOI
Paat, Joseph; Schlöter, Miriam; Speakman, Emily Constructing lattice-free gradient polyhedra in dimension two. (English) Zbl 1489.90070 Math. Program. 192, No. 1-2 (B), 293-317 (2022). MSC: 90C11 90C25 PDFBibTeX XMLCite \textit{J. Paat} et al., Math. Program. 192, No. 1--2 (B), 293--317 (2022; Zbl 1489.90070) Full Text: DOI arXiv
Müller, Benjamin; Muñoz, Gonzalo; Gasse, Maxime; Gleixner, Ambros; Lodi, Andrea; Serrano, Felipe On generalized surrogate duality in mixed-integer nonlinear programming. (English) Zbl 1489.90069 Math. Program. 192, No. 1-2 (B), 89-118 (2022). MSC: 90C11 90C27 90C26 PDFBibTeX XMLCite \textit{B. Müller} et al., Math. Program. 192, No. 1--2 (B), 89--118 (2022; Zbl 1489.90069) Full Text: DOI
Wang, Alex L.; Kılınç-Karzan, Fatma The generalized trust region subproblem: solution complexity and convex hull results. (English) Zbl 1489.90099 Math. Program. 191, No. 2 (A), 445-486 (2022). MSC: 90C20 90C22 90C25 90C26 65F15 PDFBibTeX XMLCite \textit{A. L. Wang} and \textit{F. Kılınç-Karzan}, Math. Program. 191, No. 2 (A), 445--486 (2022; Zbl 1489.90099) Full Text: DOI arXiv
Lodi, Andrea; Malaguti, Enrico; Nannicini, Giacomo; Thomopulos, Dimitri Nonlinear chance-constrained problems with applications to hydro scheduling. (English) Zbl 1489.90085 Math. Program. 191, No. 1 (B), 405-444 (2022). MSC: 90C15 49M27 90C57 PDFBibTeX XMLCite \textit{A. Lodi} et al., Math. Program. 191, No. 1 (B), 405--444 (2022; Zbl 1489.90085) Full Text: DOI Link
Kleinert, Thomas; Grimm, Veronika; Schmidt, Martin Outer approximation for global optimization of mixed-integer quadratic bilevel problems. (English) Zbl 1473.90107 Math. Program. 188, No. 2(B), 461-521 (2021). MSC: 90C20 90C11 90C25 90C46 PDFBibTeX XMLCite \textit{T. Kleinert} et al., Math. Program. 188, No. 2 (B), 461--521 (2021; Zbl 1473.90107) Full Text: DOI
Curtis, Frank E.; Robinson, Daniel P. Regional complexity analysis of algorithms for nonconvex smooth optimization. (English) Zbl 1465.90069 Math. Program. 187, No. 1-2 (A), 579-615 (2021). MSC: 90C26 90C60 65K05 65K10 65Y20 68Q25 PDFBibTeX XMLCite \textit{F. E. Curtis} and \textit{D. P. Robinson}, Math. Program. 187, No. 1--2 (A), 579--615 (2021; Zbl 1465.90069) Full Text: DOI arXiv
Chen, X.; Toint, Ph. L. High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms. (English) Zbl 1465.90095 Math. Program. 187, No. 1-2 (A), 47-78 (2021). MSC: 90C30 90C46 65K05 PDFBibTeX XMLCite \textit{X. Chen} and \textit{Ph. L. Toint}, Math. Program. 187, No. 1--2 (A), 47--78 (2021; Zbl 1465.90095) Full Text: DOI arXiv
Gratton, S.; Simon, E.; Toint, Ph. L. An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity. (English) Zbl 1465.90071 Math. Program. 187, No. 1-2 (A), 1-24 (2021). MSC: 90C26 65K05 49N30 PDFBibTeX XMLCite \textit{S. Gratton} et al., Math. Program. 187, No. 1--2 (A), 1--24 (2021; Zbl 1465.90071) Full Text: DOI arXiv Link
Nesterov, Yurii Implementable tensor methods in unconstrained convex optimization. (English) Zbl 1459.90157 Math. Program. 186, No. 1-2 (A), 157-183 (2021). MSC: 90C25 90C06 65K05 PDFBibTeX XMLCite \textit{Y. Nesterov}, Math. Program. 186, No. 1--2 (A), 157--183 (2021; Zbl 1459.90157) Full Text: DOI
Xu, Peng; Roosta, Fred; Mahoney, Michael W. Newton-type methods for non-convex optimization under inexact Hessian information. (English) Zbl 1451.90134 Math. Program. 184, No. 1-2 (A), 35-70 (2020). MSC: 90C26 90C53 65K05 90C06 PDFBibTeX XMLCite \textit{P. Xu} et al., Math. Program. 184, No. 1--2 (A), 35--70 (2020; Zbl 1451.90134) Full Text: DOI arXiv
Royer, Clément W.; O’Neill, Michael; Wright, Stephen J. A Newton-CG algorithm with complexity guarantees for smooth unconstrained optimization. (English) Zbl 1448.90081 Math. Program. 180, No. 1-2 (A), 451-488 (2020). Reviewer: Ctirad Matonoha (Praha) MSC: 90C26 65K10 90C60 90C53 65F10 65F15 PDFBibTeX XMLCite \textit{C. W. Royer} et al., Math. Program. 180, No. 1--2 (A), 451--488 (2020; Zbl 1448.90081) Full Text: DOI arXiv
Kronqvist, Jan; Bernal, David E.; Grossmann, Ignacio E. Using regularization and second order information in outer approximation for convex MINLP. (English) Zbl 1461.65168 Math. Program. 180, No. 1-2 (A), 285-310 (2020). MSC: 65K05 90C11 90C30 90C55 PDFBibTeX XMLCite \textit{J. Kronqvist} et al., Math. Program. 180, No. 1--2 (A), 285--310 (2020; Zbl 1461.65168) Full Text: DOI
Gratton, S.; Royer, C. W.; Vicente, L. N. A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds. (English) Zbl 1437.90130 Math. Program. 179, No. 1-2 (A), 195-222 (2020). MSC: 90C26 90C56 65K05 PDFBibTeX XMLCite \textit{S. Gratton} et al., Math. Program. 179, No. 1--2 (A), 195--222 (2020; Zbl 1437.90130) Full Text: DOI Link
Menickelly, Matt; Wild, Stefan M. Derivative-free robust optimization by outer approximations. (English) Zbl 1435.90096 Math. Program. 179, No. 1-2 (A), 157-193 (2020). MSC: 90C17 90C56 65K10 90C47 90C30 PDFBibTeX XMLCite \textit{M. Menickelly} and \textit{S. M. Wild}, Math. Program. 179, No. 1--2 (A), 157--193 (2020; Zbl 1435.90096) Full Text: DOI Link
Drusvyatskiy, D.; Paquette, C. Efficiency of minimizing compositions of convex functions and smooth maps. (English) Zbl 1431.90111 Math. Program. 178, No. 1-2 (A), 503-558 (2019). MSC: 90C25 90C06 90C30 PDFBibTeX XMLCite \textit{D. Drusvyatskiy} and \textit{C. Paquette}, Math. Program. 178, No. 1--2 (A), 503--558 (2019; Zbl 1431.90111) Full Text: DOI arXiv
Schmidt, Martin; Sirvent, Mathias; Wollner, Winnifried A decomposition method for MINLPs with Lipschitz continuous nonlinearities. (English) Zbl 1426.90053 Math. Program. 178, No. 1-2 (A), 449-483 (2019). MSC: 90B06 90B10 90C11 90C30 90C90 PDFBibTeX XMLCite \textit{M. Schmidt} et al., Math. Program. 178, No. 1--2 (A), 449--483 (2019; Zbl 1426.90053) Full Text: DOI
Cui, Ying; Sun, Defeng; Toh, Kim-Chuan On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming. (English) Zbl 1423.90171 Math. Program. 178, No. 1-2 (A), 381-415 (2019). MSC: 90C22 90C25 90C31 65K05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Math. Program. 178, No. 1--2 (A), 381--415 (2019; Zbl 1423.90171) Full Text: DOI arXiv
Kanzow, Christian; Steck, Daniel Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization. (English) Zbl 1461.65164 Math. Program. 177, No. 1-2 (A), 425-438 (2019). Reviewer: Nada Djuranović-Miličić (Beograd) MSC: 65K05 90C22 90C30 90C31 PDFBibTeX XMLCite \textit{C. Kanzow} and \textit{D. Steck}, Math. Program. 177, No. 1--2 (A), 425--438 (2019; Zbl 1461.65164) Full Text: DOI
Lee, Jason D.; Panageas, Ioannis; Piliouras, Georgios; Simchowitz, Max; Jordan, Michael I.; Recht, Benjamin First-order methods almost always avoid strict saddle points. (English) Zbl 1415.90089 Math. Program. 176, No. 1-2 (B), 311-337 (2019). MSC: 90C26 PDFBibTeX XMLCite \textit{J. D. Lee} et al., Math. Program. 176, No. 1--2 (B), 311--337 (2019; Zbl 1415.90089) Full Text: DOI arXiv
Chen, Yifan; Sun, Yuejiao; Yin, Wotao Run-and-inspect method for nonconvex optimization and global optimality bounds for R-local minimizers. (English) Zbl 1415.90085 Math. Program. 176, No. 1-2 (B), 39-67 (2019). MSC: 90C26 90C30 49M30 65K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Math. Program. 176, No. 1--2 (B), 39--67 (2019; Zbl 1415.90085) Full Text: DOI arXiv
Roosta-Khorasani, Farbod; Mahoney, Michael W. Sub-sampled Newton methods. (English) Zbl 1412.49059 Math. Program. 174, No. 1-2 (B), 293-326 (2019). MSC: 49M15 65K05 90C25 90C06 PDFBibTeX XMLCite \textit{F. Roosta-Khorasani} and \textit{M. W. Mahoney}, Math. Program. 174, No. 1--2 (B), 293--326 (2019; Zbl 1412.49059) Full Text: DOI
Adachi, Satoru; Nakatsukasa, Yuji Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint. (English) Zbl 1411.90246 Math. Program. 173, No. 1-2 (A), 79-116 (2019). MSC: 90C20 90C30 65K05 PDFBibTeX XMLCite \textit{S. Adachi} and \textit{Y. Nakatsukasa}, Math. Program. 173, No. 1--2 (A), 79--116 (2019; Zbl 1411.90246) Full Text: DOI
Lubin, Miles; Yamangil, Emre; Bent, Russell; Vielma, Juan Pablo Polyhedral approximation in mixed-integer convex optimization. (English) Zbl 1401.90158 Math. Program. 172, No. 1-2 (B), 139-168 (2018). MSC: 90C25 90C11 PDFBibTeX XMLCite \textit{M. Lubin} et al., Math. Program. 172, No. 1--2 (B), 139--168 (2018; Zbl 1401.90158) Full Text: DOI arXiv
Nesterov, Yu. Complexity bounds for primal-dual methods minimizing the model of objective function. (English) Zbl 1397.90351 Math. Program. 171, No. 1-2 (A), 311-330 (2018). MSC: 90C29 90C25 90C05 PDFBibTeX XMLCite \textit{Yu. Nesterov}, Math. Program. 171, No. 1--2 (A), 311--330 (2018; Zbl 1397.90351) Full Text: DOI
Lee, Jon; Skipper, Daphne; Speakman, Emily Algorithmic and modeling insights via volumetric comparison of polyhedral relaxations. (English) Zbl 1394.52011 Math. Program. 170, No. 1 (B), 121-140 (2018). MSC: 52B11 52B12 90C10 90C11 90C26 90C27 90C57 52A38 PDFBibTeX XMLCite \textit{J. Lee} et al., Math. Program. 170, No. 1 (B), 121--140 (2018; Zbl 1394.52011) Full Text: DOI
Cozad, Alison; Sahinidis, Nikolaos V. A global MINLP approach to symbolic regression. (English) Zbl 1402.90092 Math. Program. 170, No. 1 (B), 97-119 (2018). MSC: 90C10 90C26 62J02 68T05 68Q99 65K05 PDFBibTeX XMLCite \textit{A. Cozad} and \textit{N. V. Sahinidis}, Math. Program. 170, No. 1 (B), 97--119 (2018; Zbl 1402.90092) Full Text: DOI
Jiang, Rujun; Li, Duan; Wu, Baiyi SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices. (English) Zbl 1390.90416 Math. Program. 169, No. 2 (A), 531-563 (2018). MSC: 90C20 90C26 PDFBibTeX XMLCite \textit{R. Jiang} et al., Math. Program. 169, No. 2 (A), 531--563 (2018; Zbl 1390.90416) Full Text: DOI arXiv
Chen, R.; Menickelly, M.; Scheinberg, K. Stochastic optimization using a trust-region method and random models. (English) Zbl 1401.90136 Math. Program. 169, No. 2 (A), 447-487 (2018). MSC: 90C15 90C30 90C56 PDFBibTeX XMLCite \textit{R. Chen} et al., Math. Program. 169, No. 2 (A), 447--487 (2018; Zbl 1401.90136) Full Text: DOI arXiv
Le Thi, Hoai An; Pham Dinh, Tao DC programming and DCA: thirty years of developments. (English) Zbl 1387.90197 Math. Program. 169, No. 1 (B), 5-68 (2018). MSC: 90C26 90-02 90-03 01A60 01A61 90C90 PDFBibTeX XMLCite \textit{H. A. Le Thi} and \textit{T. Pham Dinh}, Math. Program. 169, No. 1 (B), 5--68 (2018; Zbl 1387.90197) Full Text: DOI
Facchinei, Francisco; Lampariello, Lorenzo; Scutari, Gesualdo Feasible methods for nonconvex nonsmooth problems with applications in green communications. (English) Zbl 1373.90148 Math. Program. 164, No. 1-2 (A), 55-90 (2017). MSC: 90C30 90C26 65K10 90C90 PDFBibTeX XMLCite \textit{F. Facchinei} et al., Math. Program. 164, No. 1--2 (A), 55--90 (2017; Zbl 1373.90148) Full Text: DOI
Curtis, Frank E.; Robinson, Daniel P.; Samadi, Mohammadreza A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization. (English) Zbl 1360.49020 Math. Program. 162, No. 1-2 (A), 1-32 (2017). MSC: 49M15 49M37 58C15 65K05 65K10 65Y20 68Q25 90C30 90C60 PDFBibTeX XMLCite \textit{F. E. Curtis} et al., Math. Program. 162, No. 1--2 (A), 1--32 (2017; Zbl 1360.49020) Full Text: DOI
Cartis, C.; Gould, N. I. M.; Toint, Ph. L. Corrigendum to: “On the complexity of finding first-order critical points in constrained nonlinear optimization”. (English) Zbl 1472.68066 Math. Program. 161, No. 1-2 (A), 611-626 (2017). MSC: 68Q25 90C30 90C60 PDFBibTeX XMLCite \textit{C. Cartis} et al., Math. Program. 161, No. 1--2 (A), 611--626 (2017; Zbl 1472.68066) Full Text: DOI
Curtis, Frank E.; Gould, Nicholas I. M.; Robinson, Daniel P.; Toint, Philippe L. An interior-point trust-funnel algorithm for nonlinear optimization. (English) Zbl 1355.65075 Math. Program. 161, No. 1-2 (A), 73-134 (2017). Reviewer: Hans Benker (Merseburg) MSC: 65K05 90C30 49M37 90C26 PDFBibTeX XMLCite \textit{F. E. Curtis} et al., Math. Program. 161, No. 1--2 (A), 73--134 (2017; Zbl 1355.65075) Full Text: DOI Link
Kanzow, Christian On the multiplier-penalty-approach for quasi-variational inequalities. (English) Zbl 1354.65141 Math. Program. 160, No. 1-2 (A), 33-63 (2016). Reviewer: Hans Benker (Merseburg) MSC: 65K15 90C33 49J40 PDFBibTeX XMLCite \textit{C. Kanzow}, Math. Program. 160, No. 1--2 (A), 33--63 (2016; Zbl 1354.65141) Full Text: DOI
Forsgren, Anders; Gill, Philip E.; Wong, Elizabeth Primal and dual active-set methods for convex quadratic programming. (English) Zbl 1346.90652 Math. Program. 159, No. 1-2 (A), 469-508 (2016). MSC: 90C20 PDFBibTeX XMLCite \textit{A. Forsgren} et al., Math. Program. 159, No. 1--2 (A), 469--508 (2016; Zbl 1346.90652) Full Text: DOI arXiv
Byrd, Richard H.; Chin, Gillian M.; Nocedal, Jorge; Oztoprak, Figen A family of second-order methods for convex \(\ell _1\)-regularized optimization. (English) Zbl 1350.49046 Math. Program. 159, No. 1-2 (A), 435-467 (2016). Reviewer: Guy Jumarie (Montréal) MSC: 49M37 49M15 90C25 90C30 65K05 PDFBibTeX XMLCite \textit{R. H. Byrd} et al., Math. Program. 159, No. 1--2 (A), 435--467 (2016; Zbl 1350.49046) Full Text: DOI
Carrizo, Gabriel A.; Lotito, Pablo A.; Maciel, María C. Trust region globalization strategy for the nonconvex unconstrained multiobjective optimization problem. (English) Zbl 1345.90081 Math. Program. 159, No. 1-2 (A), 339-369 (2016). MSC: 90C29 65K05 49M37 PDFBibTeX XMLCite \textit{G. A. Carrizo} et al., Math. Program. 159, No. 1--2 (A), 339--369 (2016; Zbl 1345.90081) Full Text: DOI
Hazan, Elad; Koren, Tomer A linear-time algorithm for trust region problems. (English) Zbl 1346.90654 Math. Program. 158, No. 1-2 (A), 363-381 (2016). MSC: 90C20 90C22 90C26 68W25 PDFBibTeX XMLCite \textit{E. Hazan} and \textit{T. Koren}, Math. Program. 158, No. 1--2 (A), 363--381 (2016; Zbl 1346.90654) Full Text: DOI arXiv
Dodangeh, M.; Vicente, L. N. Worst case complexity of direct search under convexity. (English) Zbl 1338.90462 Math. Program. 155, No. 1-2 (A), 307-332 (2016). Reviewer: Nada Djuranović-Miličić (Belgrade) MSC: 90C56 90C25 90C30 PDFBibTeX XMLCite \textit{M. Dodangeh} and \textit{L. N. Vicente}, Math. Program. 155, No. 1--2 (A), 307--332 (2016; Zbl 1338.90462) Full Text: DOI
Gower, R. M.; Gower, A. L. Higher-order reverse automatic differentiation with emphasis on the third-order. (English) Zbl 1332.65034 Math. Program. 155, No. 1-2 (A), 81-103 (2016). MSC: 65D25 15A69 65F50 49Q12 PDFBibTeX XMLCite \textit{R. M. Gower} and \textit{A. L. Gower}, Math. Program. 155, No. 1--2 (A), 81--103 (2016; Zbl 1332.65034) Full Text: DOI arXiv Link
Grapiglia, Geovani N.; Yuan, Jinyun; Yuan, Ya-xiang On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization. (English) Zbl 1319.90065 Math. Program. 152, No. 1-2 (A), 491-520 (2015). MSC: 90C30 65K05 49M37 49M15 90C29 90C60 68Q25 PDFBibTeX XMLCite \textit{G. N. Grapiglia} et al., Math. Program. 152, No. 1--2 (A), 491--520 (2015; Zbl 1319.90065) Full Text: DOI
Diouane, Y.; Gratton, S.; Vicente, L. N. Globally convergent evolution strategies. (English) Zbl 1334.90209 Math. Program. 152, No. 1-2 (A), 467-490 (2015). MSC: 90C59 68W20 90C26 90C56 PDFBibTeX XMLCite \textit{Y. Diouane} et al., Math. Program. 152, No. 1--2 (A), 467--490 (2015; Zbl 1334.90209) Full Text: DOI Link
Curtis, Frank E.; Jiang, Hao; Robinson, Daniel P. An adaptive augmented Lagrangian method for large-scale constrained optimization. (English) Zbl 1323.49015 Math. Program. 152, No. 1-2 (A), 201-245 (2015). Reviewer: Bülent Karasözen (Ankara) MSC: 49M05 49M29 49M37 65K05 65K10 90C06 90C30 93B40 PDFBibTeX XMLCite \textit{F. E. Curtis} et al., Math. Program. 152, No. 1--2 (A), 201--245 (2015; Zbl 1323.49015) Full Text: DOI
Bomze, Immanuel M.; Overton, Michael L. Narrowing the difficulty gap for the Celis-Dennis-Tapia problem. (English) Zbl 1328.90095 Math. Program. 151, No. 2 (B), 459-476 (2015). MSC: 90C20 90C26 PDFBibTeX XMLCite \textit{I. M. Bomze} and \textit{M. L. Overton}, Math. Program. 151, No. 2 (B), 459--476 (2015; Zbl 1328.90095) Full Text: DOI
Yuan, Ya-xiang Recent advances in trust region algorithms. (English) Zbl 1317.65141 Math. Program. 151, No. 1 (B), 249-281 (2015). MSC: 65K05 90C30 90C51 PDFBibTeX XMLCite \textit{Y.-x. Yuan}, Math. Program. 151, No. 1 (B), 249--281 (2015; Zbl 1317.65141) Full Text: DOI
Burer, Samuel A gentle, geometric introduction to copositive optimization. (English) Zbl 1327.90162 Math. Program. 151, No. 1 (B), 89-116 (2015). Reviewer: Stephan Dempe (Freiberg) MSC: 90C20 90C22 90C25 90C30 PDFBibTeX XMLCite \textit{S. Burer}, Math. Program. 151, No. 1 (B), 89--116 (2015; Zbl 1327.90162) Full Text: DOI
Burer, Samuel; Yang, Boshi The trust region subproblem with non-intersecting linear constraints. (English) Zbl 1308.90121 Math. Program. 149, No. 1-2 (A), 253-264 (2015). Reviewer: Rembert Reemtsen (Cottbus) MSC: 90C20 90C22 90C25 90C26 90C30 PDFBibTeX XMLCite \textit{S. Burer} and \textit{B. Yang}, Math. Program. 149, No. 1--2 (A), 253--264 (2015; Zbl 1308.90121) Full Text: DOI
Drusvyatskiy, D.; Lewis, A. S. Optimality, identifiability, and sensitivity. (English) Zbl 1301.49059 Math. Program. 147, No. 1-2 (A), 467-498 (2014). MSC: 49K40 49J53 49J52 90C30 90C31 90C46 PDFBibTeX XMLCite \textit{D. Drusvyatskiy} and \textit{A. S. Lewis}, Math. Program. 147, No. 1--2 (A), 467--498 (2014; Zbl 1301.49059) Full Text: DOI arXiv
Jeyakumar, V.; Li, G. Y. Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization. (English) Zbl 1297.90105 Math. Program. 147, No. 1-2 (A), 171-206 (2014). MSC: 90C20 90C22 90C26 49N30 PDFBibTeX XMLCite \textit{V. Jeyakumar} and \textit{G. Y. Li}, Math. Program. 147, No. 1--2 (A), 171--206 (2014; Zbl 1297.90105) Full Text: DOI arXiv
Zhang, Zaikun Sobolev seminorm of quadratic functions with applications to derivative-free optimization. (English) Zbl 1315.90063 Math. Program. 146, No. 1-2 (A), 77-96 (2014). Reviewer: Antanas Žilinskas (Vilnius) MSC: 90C56 90C30 65K05 PDFBibTeX XMLCite \textit{Z. Zhang}, Math. Program. 146, No. 1--2 (A), 77--96 (2014; Zbl 1315.90063) Full Text: DOI arXiv
Berthold, Timo; Gleixner, Ambros M. Undercover: a primal MINLP heuristic exploring a largest sub-MIP. (English) Zbl 1291.90144 Math. Program. 144, No. 1-2 (A), 315-346 (2014). MSC: 90C11 90C20 90C26 90C30 90C59 PDFBibTeX XMLCite \textit{T. Berthold} and \textit{A. M. Gleixner}, Math. Program. 144, No. 1--2 (A), 315--346 (2014; Zbl 1291.90144) Full Text: DOI
Houska, Boris; Diehl, Moritz Nonlinear robust optimization via sequential convex bilevel programming. (English) Zbl 1282.90240 Math. Program. 142, No. 1-2 (A), 539-577 (2013). MSC: 90C55 90C47 90C34 PDFBibTeX XMLCite \textit{B. Houska} and \textit{M. Diehl}, Math. Program. 142, No. 1--2 (A), 539--577 (2013; Zbl 1282.90240) Full Text: DOI
Yang, Wei Hong; Yuan, Xiaoming The GUS-property of second-order cone linear complementarity problems. (English) Zbl 1291.90268 Math. Program. 141, No. 1-2 (A), 295-317 (2013). Reviewer: Igor V. Konnov (Kazan) MSC: 90C33 90C22 PDFBibTeX XMLCite \textit{W. H. Yang} and \textit{X. Yuan}, Math. Program. 141, No. 1--2 (A), 295--317 (2013; Zbl 1291.90268) Full Text: DOI
Buchheim, Christoph; Wiegele, Angelika Semidefinite relaxations for non-convex quadratic mixed-integer programming. (English) Zbl 1280.90091 Math. Program. 141, No. 1-2 (A), 435-452 (2013). MSC: 90C20 90C11 90C10 90C22 90C26 PDFBibTeX XMLCite \textit{C. Buchheim} and \textit{A. Wiegele}, Math. Program. 141, No. 1--2 (A), 435--452 (2013; Zbl 1280.90091) Full Text: DOI
Eckstein, Jonathan; Silva, Paulo J. S. A practical relative error criterion for augmented Lagrangians. (English) Zbl 1362.90312 Math. Program. 141, No. 1-2 (A), 319-348 (2013). Reviewer: Rembert Reemtsen (Cottbus) MSC: 90C25 90C30 PDFBibTeX XMLCite \textit{J. Eckstein} and \textit{P. J. S. Silva}, Math. Program. 141, No. 1--2 (A), 319--348 (2013; Zbl 1362.90312) Full Text: DOI
Fortz, B.; Labbé, M.; Louveaux, F.; Poss, M. Stochastic binary problems with simple penalties for capacity constraints violations. (English) Zbl 1266.90134 Math. Program. 138, No. 1-2 (A), 199-221 (2013). MSC: 90C15 90C11 90C09 PDFBibTeX XMLCite \textit{B. Fortz} et al., Math. Program. 138, No. 1--2 (A), 199--221 (2013; Zbl 1266.90134) Full Text: DOI HAL
Powell, M. J. D. Beyond symmetric Broyden for updating quadratic models in minimization without derivatives. (English) Zbl 1266.65095 Math. Program. 138, No. 1-2 (A), 475-500 (2013). MSC: 65K05 90C30 90C51 PDFBibTeX XMLCite \textit{M. J. D. Powell}, Math. Program. 138, No. 1--2 (A), 475--500 (2013; Zbl 1266.65095) Full Text: DOI
Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.; Wu, Yuchen On the use of piecewise linear models in nonlinear programming. (English) Zbl 1260.49059 Math. Program. 137, No. 1-2 (A), 289-324 (2013). MSC: 49M37 65K05 90C06 90C30 90C55 PDFBibTeX XMLCite \textit{R. H. Byrd} et al., Math. Program. 137, No. 1--2 (A), 289--324 (2013; Zbl 1260.49059) Full Text: DOI
Curtis, Frank E.; Huber, Johannes; Schenk, Olaf; Wächter, Andreas A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations. (English) Zbl 1255.49043 Math. Program. 136, No. 1 (B), 209-227 (2012). MSC: 49M05 49M15 49M37 65F10 65K05 65N22 90C06 90C26 90C30 90C51 90C90 PDFBibTeX XMLCite \textit{F. E. Curtis} et al., Math. Program. 136, No. 1 (B), 209--227 (2012; Zbl 1255.49043) Full Text: DOI
Byrd, Richard H.; Chin, Gillian M.; Nocedal, Jorge; Wu, Yuchen Sample size selection in optimization methods for machine learning. (English) Zbl 1252.49044 Math. Program. 134, No. 1 (B), 127-155 (2012). MSC: 49M15 49M37 65K05 68T05 90C30 PDFBibTeX XMLCite \textit{R. H. Byrd} et al., Math. Program. 134, No. 1 (B), 127--155 (2012; Zbl 1252.49044) Full Text: DOI
Chen, Michael Martin Xiaojun Smoothing methods for nonsmooth, nonconvex minimization. (English) Zbl 1266.90145 Math. Program. 134, No. 1 (B), 71-99 (2012). Reviewer: Karel Zimmermann (Praha) MSC: 90C26 90C30 49M37 65K10 PDFBibTeX XMLCite \textit{M. M. X. Chen}, Math. Program. 134, No. 1 (B), 71--99 (2012; Zbl 1266.90145) Full Text: DOI
Bandeira, Michael Martin A. S.; Scheinberg, K.; Vicente, L. N. Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization. (English) Zbl 1254.65072 Math. Program. 134, No. 1 (B), 223-257 (2012). MSC: 65K05 90C51 90C30 90C56 PDFBibTeX XMLCite \textit{M. M. A. S. Bandeira} et al., Math. Program. 134, No. 1 (B), 223--257 (2012; Zbl 1254.65072) Full Text: DOI arXiv
Baes, Michael Martin Michel; Del Pia, Alberto; Nesterov, Yurii; Onn, Shmuel; Weismantel, Robert Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes. (English) Zbl 1262.90128 Math. Program. 134, No. 1 (B), 305-322 (2012). MSC: 90C25 90C10 PDFBibTeX XMLCite \textit{M. M. M. Baes} et al., Math. Program. 134, No. 1 (B), 305--322 (2012; Zbl 1262.90128) Full Text: DOI Link
Buchheim, Christoph; Caprara, Alberto; Lodi, Andrea An effective branch-and-bound algorithm for convex quadratic integer programming. (English) Zbl 1254.90121 Math. Program. 135, No. 1-2 (A), 369-395 (2012). MSC: 90C10 90C25 90C57 90C90 PDFBibTeX XMLCite \textit{C. Buchheim} et al., Math. Program. 135, No. 1--2 (A), 369--395 (2012; Zbl 1254.90121) Full Text: DOI
Dostál, Zdeněk; Kozubek, Tomáš An optimal algorithm and superrelaxation for minimization of a quadratic function subject to separable convex constraints with applications. (English) Zbl 1259.65089 Math. Program. 135, No. 1-2 (A), 195-220 (2012). Reviewer: Hans Benker (Merseburg) MSC: 65K05 90C20 90C90 PDFBibTeX XMLCite \textit{Z. Dostál} and \textit{T. Kozubek}, Math. Program. 135, No. 1--2 (A), 195--220 (2012; Zbl 1259.65089) Full Text: DOI
Ben Gharbia, Ibtihel; Gilbert, J. Charles Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a \(P\)-matrix. (English) Zbl 1254.90252 Math. Program. 134, No. 2 (A), 349-364 (2012). MSC: 90C33 49J52 49M15 PDFBibTeX XMLCite \textit{I. Ben Gharbia} and \textit{J. C. Gilbert}, Math. Program. 134, No. 2 (A), 349--364 (2012; Zbl 1254.90252) Full Text: DOI
Sager, Sebastian; Bock, Hans Georg; Diehl, Moritz The integer approximation error in mixed-integer optimal control. (English) Zbl 1259.90077 Math. Program. 133, No. 1-2 (A), 1-23 (2012). Reviewer: Petrica Pop (Baia Mare) MSC: 90C11 49J30 PDFBibTeX XMLCite \textit{S. Sager} et al., Math. Program. 133, No. 1--2 (A), 1--23 (2012; Zbl 1259.90077) Full Text: DOI
Vicente, L. N.; Custódio, A. L. Analysis of direct searches for discontinuous functions. (English) Zbl 1245.90127 Math. Program. 133, No. 1-2 (A), 299-325 (2012). MSC: 90C30 90C56 PDFBibTeX XMLCite \textit{L. N. Vicente} and \textit{A. L. Custódio}, Math. Program. 133, No. 1--2 (A), 299--325 (2012; Zbl 1245.90127) Full Text: DOI
Billionnet, Alain; Elloumi, Sourour; Lambert, Amélie Extending the QCR method to general mixed-integer programs. (English) Zbl 1235.90100 Math. Program. 131, No. 1-2 (A), 381-401 (2012). MSC: 90C11 90C20 90C22 90C26 PDFBibTeX XMLCite \textit{A. Billionnet} et al., Math. Program. 131, No. 1--2 (A), 381--401 (2012; Zbl 1235.90100) Full Text: DOI
Gould, N. I. M.; Toint, Ph. L. Erratum to: “Nonlinear programming without a penalty function or a filter”. (English) Zbl 1235.90118 Math. Program. 131, No. 1-2 (A), 403-404 (2012). MSC: 90C26 90C30 65K05 90C55 PDFBibTeX XMLCite \textit{N. I. M. Gould} and \textit{Ph. L. Toint}, Math. Program. 131, No. 1--2 (A), 403--404 (2012; Zbl 1235.90118) Full Text: DOI
Saxena, Anureet; Bonami, Pierre; Lee, Jon Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations. (English) Zbl 1229.90144 Math. Program. 130, No. 2 (A), 359-413 (2011). MSC: 90C26 90C11 90C22 PDFBibTeX XMLCite \textit{A. Saxena} et al., Math. Program. 130, No. 2 (A), 359--413 (2011; Zbl 1229.90144) Full Text: DOI
Cartis, Coralia; Gould, Nicholas I. M.; Toint, Philippe L. Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity. (English) Zbl 1229.90193 Math. Program. 130, No. 2 (A), 295-319 (2011). MSC: 90C30 65K05 49M37 49M15 58C15 90C60 68Q25 PDFBibTeX XMLCite \textit{C. Cartis} et al., Math. Program. 130, No. 2 (A), 295--319 (2011; Zbl 1229.90193) Full Text: DOI
Cartis, Coralia; Gould, Nicholas I. M.; Toint, Philippe L. Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results. (English) Zbl 1229.90192 Math. Program. 127, No. 2 (A), 245-295 (2011). Reviewer: Francisco Guerra Vazquez (Puebla) MSC: 90C30 65K05 49M37 49M15 58C15 65F10 65H05 PDFBibTeX XMLCite \textit{C. Cartis} et al., Math. Program. 127, No. 2 (A), 245--295 (2011; Zbl 1229.90192) Full Text: DOI
Birgin, E. G.; Floudas, C. A.; Martínez, J. M. Global minimization using an augmented Lagrangian method with variable lower-level constraints. (English) Zbl 1198.90322 Math. Program. 125, No. 1 (A), 139-162 (2010). MSC: 90C26 90C30 65K05 PDFBibTeX XMLCite \textit{E. G. Birgin} et al., Math. Program. 125, No. 1 (A), 139--162 (2010; Zbl 1198.90322) Full Text: DOI
Saxena, Anureet; Bonami, Pierre; Lee, Jon Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations. (English) Zbl 1198.90330 Math. Program. 124, No. 1-2 (B), 383-411 (2010). MSC: 90C26 PDFBibTeX XMLCite \textit{A. Saxena} et al., Math. Program. 124, No. 1--2 (B), 383--411 (2010; Zbl 1198.90330) Full Text: DOI
Günlük, Oktay; Linderoth, Jeff Perspective reformulations of mixed integer nonlinear programs with indicator variables. (English) Zbl 1229.90106 Math. Program. 124, No. 1-2 (B), 183-205 (2010). Reviewer: Petrica Pop (Baia Mare) MSC: 90C11 90C30 90C90 PDFBibTeX XMLCite \textit{O. Günlük} and \textit{J. Linderoth}, Math. Program. 124, No. 1--2 (B), 183--205 (2010; Zbl 1229.90106) Full Text: DOI
Bastin, Fabian; Malmedy, Vincent; Mouffe, Mélodie; Toint, Philippe L.; Tomanos, Dimitri A retrospective trust-region method for unconstrained optimization. (English) Zbl 1196.65101 Math. Program. 123, No. 2 (A), 395-418 (2010). Reviewer: Nada Djuranović-Miličić (Belgrade) MSC: 65K05 90C30 90C51 PDFBibTeX XMLCite \textit{F. Bastin} et al., Math. Program. 123, No. 2 (A), 395--418 (2010; Zbl 1196.65101) Full Text: DOI
Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge An inexact Newton method for nonconvex equality constrained optimization. (English) Zbl 1184.90127 Math. Program. 122, No. 2 (A), 273-299 (2010). MSC: 90C26 49M37 65K05 90C06 90C30 PDFBibTeX XMLCite \textit{R. H. Byrd} et al., Math. Program. 122, No. 2 (A), 273--299 (2010; Zbl 1184.90127) Full Text: DOI
Gould, N. I. M.; Toint, Ph. L. Nonlinear programming without a penalty function or a filter. (English) Zbl 1216.90069 Math. Program. 122, No. 1 (A), 155-196 (2010). MSC: 90C26 90C30 65K05 90C55 PDFBibTeX XMLCite \textit{N. I. M. Gould} and \textit{Ph. L. Toint}, Math. Program. 122, No. 1 (A), 155--196 (2010; Zbl 1216.90069) Full Text: DOI Link
Atamtürk, Alper; Narayanan, Vishnu Conic mixed-integer rounding cuts. (English) Zbl 1184.90112 Math. Program. 122, No. 1 (A), 1-20 (2010). MSC: 90C11 90C25 90C57 PDFBibTeX XMLCite \textit{A. Atamtürk} and \textit{V. Narayanan}, Math. Program. 122, No. 1 (A), 1--20 (2010; Zbl 1184.90112) Full Text: DOI
Schlenkrich, Sebastian; Griewank, Andreas; Walther, Andrea On the local convergence of adjoint Broyden methods. (English) Zbl 1185.90207 Math. Program. 121, No. 2 (A), 221-247 (2010). MSC: 90C53 65H10 65K05 PDFBibTeX XMLCite \textit{S. Schlenkrich} et al., Math. Program. 121, No. 2 (A), 221--247 (2010; Zbl 1185.90207) Full Text: DOI