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Jinghui Liu, Changfeng Ma, A NEW NONMONOTONE TRUST REGION ALGORITHM FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS, Journal of Computational Mathematics, Vol. 32, No. 4 (July 2014), pp. 476-490 ...
Conjugate gradient methods form a class of iterative algorithms that are highly effective for solving large‐scale unconstrained optimisation problems. They achieve efficiency by constructing ...
In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with multiplier method to convert ...
Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO® Xpress 9.2 Optimization.
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