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 search ...
Description: Survey of computational tools for solving constrained and unconstrained nonlinear optimization problems. Emphasis on algorithmic strategies and characteristic structures of nonlinear ...
In this paper, we construct unconstrained methods for the generalized nonlinear complementarity problem and variational inequalities. Properties of the correspondent unconstrained optimization problem ...
This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the ...
Established in 2002, the Lagrange Prize in Continuous Optimization is awarded jointly by the Mathematical Programming Society (MPS) and the Society for Industrial and Applied Mathematics (SIAM). SIAM ...