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» Efficiently Solving the Fractional Trust Region Problem
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SIAMJO
2008
93views more  SIAMJO 2008»
13 years 4 months ago
Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
A class of trust-region methods is presented for solving unconstrained nonlinear and possibly nonconvex discretized optimization problems, like those arising in systems governed by...
Serge Gratton, Annick Sartenaer, Philippe L. Toint
ICCS
2009
Springer
13 years 11 months ago
Experience with Approximations in the Trust-Region Parallel Direct Search Algorithm
Recent years have seen growth in the number of algorithms designed to solve challenging simulation-based nonlinear optimization problems. One such algorithm is the Trust-Region Par...
S. M. Shontz, V. E. Howle, P. D. Hough
JOTA
2011
78views more  JOTA 2011»
12 years 7 months ago
Outer Trust-Region Method for Constrained Optimization
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an Outer Trust-Region (OTR) modification of A is the result of ...
Ernesto G. Birgin, Emerson V. Castelani, Andr&eacu...
SIAMMAX
2011
141views more  SIAMMAX 2011»
12 years 7 months ago
Best Low Multilinear Rank Approximation of Higher-Order Tensors, Based on the Riemannian Trust-Region Scheme
Higher-order tensors are used in many application fields, such as statistics, signal processing, and scientific computing. Efficient and reliable algorithms for manipulating thes...
Mariya Ishteva, Pierre-Antoine Absil, Sabine Van H...
TSP
2011
142views more  TSP 2011»
12 years 11 months ago
Fractional QCQP With Applications in ML Steering Direction Estimation for Radar Detection
—This paper deals with the problem of estimating the steering direction of a signal, embedded in Gaussian disturbance, under a general quadratic inequality constraint, representi...
Antonio De Maio, Yongwei Huang, Daniel Pére...