Résultat de recherche 1977 2018

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Article
2018

A note on preconditioning weighted linear least-squares with consequences for weakly constrained variational data assimilation

Gratton, S., Selime, G., Simon, E. & Toint, P. 2018 (Accepté/sous presse) Dans : Quarterly Journal of the Royal Meteorological Society. 10 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Data Assimilation
Linear Least Squares
Weighted Least Squares
Matrix Models
Preconditioning

Guaranteeing the convergence of the saddle formulation in weakly-constrained 4D-VAR data assimilation

Gratton, S., Gürol, S., Simon, E. & Toint, P. 2018 (Accepté/sous presse) Dans : Quarterly Journal of the Royal Meteorological Society.

Résultats de recherche: Contribution à un journal/une revueArticle

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Data Assimilation
Saddle
data assimilation
Formulation
Correlation Matrix
2017

An Interior-Point Trust-Funnel Algorithm for Nonlinear Optimization

Curtis, F., Gould, N. I. M., Robinson, D. & Toint, P. janv. 2017 Dans : Mathematical Programming. 161, 1, p. 73-134 43 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Interior Point
Nonlinear Optimization
Matrix Derivative
Merit Function
Quadratic Optimization
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Derivative-free
Discrete Variables
Constrained optimization
Continuous Variables
Constrained Optimization

Second-order optimality and beyond: characterization and evaluation complexity in nonconvex convexly-constrained optimization

Cartis, C., Gould, N. I. M. & Toint, P. 28 mai 2017 (Accepté/sous presse) Dans : Foundations of Computational Mathematics.

Résultats de recherche: Contribution à un journal/une revueArticle

Nonconvex Optimization
Constrained optimization
Constrained Optimization
Optimality
Derivatives

Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models

Birgin, E. G., Gardenghi, J. L., Martínez, J. M., Santos, S. A. & Toint, P. L. 15 avr. 2017 Dans : Mathematical Programming. 163, 1, p. 359-368 10 p.

Résultats de recherche: Contribution à un journal/une revueArticle

Unconstrained Optimization
Nonlinear Optimization
Higher Order
Derivatives
Evaluation
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Unconstrained Optimization
Regularization Method
Hölder Exponent
Regularization
Gradient
2016

Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models

Birgin, E., Gardenghi, J., Martinez, J-M., Santos, S. & Toint, P. 2016 Dans : SIAM Journal on Optimization. 26, 2, 20 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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KKT Conditions
Constrained optimization
Constrained Optimization
Nonlinear Optimization
Higher Order
Accès ouvert
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Derivative-free
Nonlinear Constraints
Nonlinear Optimization
Nonlinear Problem
Derivative-free Optimization

Simple examples for the failure of Newton’s method with line search for strictly convex minimization

Jarre, F. & Toint, P. L. juin 2016 Dans : Mathematical Programming. 158, 1, p. 23-34

Résultats de recherche: Contribution à un journal/une revueArticle

Convex Minimization
Line Search
Strictly Convex
Newton-Raphson method
Convex function
2015

A derivative-free trust-funnel method for equality-constrained nonlinear optimization

Rodrigues Sampaio, P. & Toint, P. L. 1 mai 2015 Dans : Computational Optimization and Applications. 61, 1, p. 25-49 25 p.

Résultats de recherche: Contribution à un journal/une revueArticle

Derivative-free
Constrained Optimization
Nonlinear Optimization
Interpolation
Equality
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Belgium
Belgian
simulation
municipality
travel

CUTEST: a Constrained and Unconstrained Testing Environment with safe threads

Gould, N. I. M., Orban, D. & Toint, P. 2015 Dans : Computational Optimization and Applications. 60, 3, p. 545-557 13 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Storage allocation (computer)
Modular Design
Thread
MATLAB
Testing

Observations Thinning In Data Assimilation Computations

Gratton, S., Rincon-Camacho, M., Simon, E. & Toint, P. 2015 Dans : EURO Journal on Computational Optimization. 3, p. 31-51

Résultats de recherche: Contribution à un journal/une revueArticle

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Data Assimilation
Thinning
data assimilation
thinning
decomposition

On the evaluation complexity of constrained nonlinear least-squares and general constrained nonlinear optimization using second-order methods

Cartis, C., Gould, N. I. M. & Toint, P. L. 2015 Dans : SIAM Journal on Numerical Analysis. 53, 2, p. 836-851 16 p.

Résultats de recherche: Contribution à un journal/une revueArticle

Accès ouvert
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Constrained Least Squares
Nonlinear Least Squares
Constrained Optimization
Nonlinear Optimization
Nonconvex Optimization

Quasi-Newton updates with weighted secant equations

Gratton, S., Malmedy, V. & Toint, P. 4 juil. 2015 Dans : Optimization Methods and Software. 30, 4, p. 748-755 8 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Quasi-Newton
Chord or secant line
Update
Sylvester Equation

Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization

Cartis, C., Rodrigues Sampaio, P. & Toint, P. L. 4 mai 2015 Dans : Optimization. 64, 5, p. 1349-1361 13 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Unconstrained Optimization
Gradient
Evaluation
Critical point
First-order
2014

Linearizing the Method of Conjugate Gradients

Gratton, S., Titley-Peloquin, D., Toint, P. & Tshimanga Ilunga, J. 2014 Dans : SIAM Journal on Matrix Analysis and Applications. 35, 1, p. 110-126

Résultats de recherche: Contribution à un journal/une revueArticle

Accès ouvert
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Jacobian matrices
Conjugate Gradient
Spectral Norm
Algorithm Design
Jacobian matrix

On the complexity of finding first-order critical points in constrained nonlinear optimization

Cartis, C., Gould, N. I. M. & Toint, P. L. 2014 Dans : Mathematical Programming. 144, 1-2, p. 93-106 14 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Constrained Optimization
Nonlinear Optimization
Critical point
First-order
Optimization
2013

A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function

Cartis, C., Gould, N. I. M. & Toint, P. L. 1 juin 2013 Dans : Optimization Methods and Software. 28, 3, p. 451-457 7 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Chebyshev
Nonconvex Optimization
Nonconvex Problems
Resolve
Lower bound

Conjugate gradients versus multigrid solvers for diffusion-based correlation models in data assimilation

Gratton, S., Toint, P. L. & Tshimanga, J. 2013 Dans : Quarterly Journal of the Royal Meteorological Society. 139, 675, p. 1481-1487 7 p.

Résultats de recherche: Contribution à un journal/une revueArticle

Accès ouvert
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data assimilation
comparison

Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization

Toint, P. 1 févr. 2013 Dans : Optimization Methods and Software. 28, 1, p. 82-95 14 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Step-size Control
Trust Region
Unconstrained Optimization
Nonlinear Control
Regularization
Accès ouvert
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Nonlinear Least Squares Problem
Regularization Method
Constrained Optimization
Nonlinear Optimization
Regularization
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Penalized Least Squares
Nonlinear Least Squares Problem
Conjugate Gradient
Dual space
Preconditioning

Synthetic population generation without a sample

Barthelemy, J. & Toint, P. 1 mai 2013 Dans : Transportation Science. 47, 2, p. 266-279 14 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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aggregate data
Costs
Belgium
privacy
municipality
2012

A Model of Weekly Labor Participation for a Belgian Synthetic Population

Cirillo, C., Cornelis, E. & Toint, P. 1 mars 2012 Dans : Networks and Spatial Economics. 12, 1, p. 59-73 15 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Personnel

An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity

Cartis, C., Gould, N. & Toint, P. 1 oct. 2012 Dans : IMA Journal of Numerical Analysis. 32, 4, p. 1662-1695 34 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Convex Constraints
Nonconvex Optimization
Function evaluation
Evaluation Function
Regularization

Complexity bounds for second-order optimality in unconstrained optimization

Cartis, C., Gould, N. I. M. & Toint, P. 1 févr. 2012 Dans : Journal of Complexity. 28, p. 93-108 16 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Unconstrained Optimization
Optimality
Regularization
Global optimization
Trust Region Algorithm

Erratum: Nonlinear programming without a penalty function or a filter (Mathematical Programming (2010) 122 (155-196)

Gould, N. I. M. & Toint, P. 1 févr. 2012 Dans : Mathematical Programming. 131, 1-2, p. 403-404 2 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization

Toint, P., Cartis, C. & Gould, N. 1 avr. 2012 Dans : Optimization Methods and Software. 27, 2, p. 197-219 23 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Convex optimization
Unconstrained Optimization
Regularization Method
Newton-Raphson method
Convex Optimization

How much patience do you have? A worst-case perspective on smooth nonconvex optimization

Cartis, C., Gould, N. & Toint, P. 1 janv. 2012 Dans : Optima. 88, 1-10

Résultats de recherche: Contribution à un journal/une revueArticle

Accès ouvert
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Worst-case Analysis
Nonconvex Optimization
Complexity Analysis

On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization

Cartis, C., Gould, N. I. M. & Toint, P. 1 janv. 2012 Dans : SIAM Journal on Optimization. 22, 1, p. 66-86 21 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Nonconvex Minimization
Derivative-free Methods
Derivative-free
First-order
Derivatives

Updating the regularization parameter in the adaptive cubic regularization algorithm

Gould, N., Porcelli, M. & Toint, P. 1 sept. 2012 Dans : Computational Optimization and Applications. 53, 1, p. 1-22 22 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Regularization Parameter
Updating
Regularization
Interpolation
Nonlinear Least Squares Problem

Using approximate secant equations in limited memory methods for multilevel unconstrained optimization

Gratton, S., Malmedy, V. & Toint, P. 1 avr. 2012 Dans : Computational Optimization and Applications. 51, 3, p. 967-979 13 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Limited Memory Method
Conjugate gradient method
Unconstrained Optimization
Newton-Raphson method
Chord or secant line
2011

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

Cartis, C., Gould, N. I. M. & Toint, P. L. 1 avr. 2011 Dans : Mathematical Programming. 127, 2, p. 245-295 51 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Unconstrained Optimization
Regularization Method
Convergence Results
Numerical Results
Lipschitz

Adaptive cubic regularisation methods for unconstrained optimization. Part II: Worst-case function- and derivative-evaluation complexity

Cartis, C., Gould, N. & Toint, P. 1 déc. 2011 Dans : Mathematical Programming. 130, 2, p. 295-319 25 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Unconstrained Optimization
Regularization Method
Derivatives
Iteration
Derivative

An active-set trust-region method for derivative-free nonlinear bound-constrained optimization

Gratton, S., Toint, P. & Tröltzsch, A. 1 août 2011 Dans : Optimization Methods and Software. 26, 4-5, p. 873-894 22 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Active Set Method
Derivative-free
Trust Region Method
Constrained optimization
Constrained Optimization

Approximating Hessians in multilevel unconstrained optimization

Malmedy, V. & Toint, P. 2011 Dans : Computational Optimization and Applications. 50, 1, p. 1-22 22 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Conjugate gradient method
Unconstrained Optimization
Newton-Raphson method
Quasi-Newton Method
Line Search

Approximating Hessians in unconstrained optimization arising from discretized problems

Malmedy, V. & Toint, P. 1 sept. 2011 Dans : Computational Optimization and Applications. 50, 1, p. 1-22 22 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Unconstrained Optimization
Newton-Raphson method
Finite difference method
Trust Region Algorithm
Large-scale Optimization

Fast regularized linear sampling for inverse scattering problems

Fares, M., Gratton, S. & Toint, P. 1 janv. 2011 Dans : Numerical Linear Algebra with Applications. 18, 1, p. 55-68 14 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Inverse Scattering Problem
Sampling Methods
Singular value decomposition
Numerical Procedure
Far Field

On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming

Cartis, C., Gould, N. & Toint, P. 1 janv. 2011 Dans : SIAM Journal on Optimization. 21, 4, p. 1721-1739 19 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Nonconvex Programming
Function Minimization
Composite function
Function evaluation
Nonlinear programming

Range-space variants and inexact matrix-vector products in Krylov solvers for linear systems arising from inverse problems

Gratton, S., Toint, P. & Tshimanga Ilunga, J. 1 janv. 2011 Dans : SIAM Journal on Matrix Analysis and Applications. 32, 3, p. 969-986 18 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Cross product
Matrix Product
Inverse Problem
Data Assimilation
Linear Systems

Stopping rules and backward error analysis for bound-constrained optimization

Gratton, S., Mouffe, M. & Toint, P. 1 sept. 2011 Dans : Numerische Mathematik. 119, 1, p. 163-187 25 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Backward Error Analysis
Stopping Rule
Constrained optimization
Constrained Optimization
Error analysis
2010

Approximate invariant subspaces and quasi-Newton optimization methods

Gratton, S. & Toint, P. L. 1 août 2010 Dans : Optimization Methods and Software. 25, 4, p. 507-529 23 p.

Résultats de recherche: Contribution à un journal/une revueArticle

Accès ouvert
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Quasi-Newton Method
Invariant Subspace
Optimization Methods
Chord or secant line
Newton-Raphson method

A retrospective trust-region method for unconstrained optimization

Bastin, F., Malmedy, V., Toint, P., Tomanos, D. & Mouffe, M. 1 juin 2010 Dans : Mathematical Programming. 123, 2, p. 395-418 24 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Trust Region Method
Unconstrained Optimization
Iterate
Update
Global Convergence

Convergence of a regularized Euclidean residual algorithm for nonlinear least-squares

Bellavia, S., Morini, B., Cartis, C., Gould, N. I. M. & Toint, P. L. 1 janv. 2010 Dans : SIAM Journal on Numerical Analysis. 48, 1, p. 1-29 29 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Nonlinear Least Squares
Nonlinear equations
Euclidean
Convergence Properties
System of Nonlinear Equations

Estimating nonparametric random utility models with an application to the value of time in heterogeneous populations

Bastin, F., Cirillo, C. & Toint, P. 1 nov. 2010 Dans : Transportation Science. 44, 4, p. 537-549 13 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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interpretation
Belgium
Distribution functions
time
present

Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance

Bastin, F., Cirillo, C. & Toint, P. 1 avr. 2010 Dans : Optimization. 59, 3, p. 355-376 22 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Finance
Distribution functions
Cumulative distribution function
Stochastic programming
Formulation

Nonlinear programming without a penalty function or a filter

Gould, N. & Toint, P. 1 mars 2010 Dans : Mathematical Programming. 122, 1, p. 155-196 42 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Nonlinear programming
Penalty Function
Nonlinear Programming
Filter
Trust Region

Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization

Gratton, S., Mouffe, M., Sartenaer, A., Toint, P. & Tomanos, D. 1 juin 2010 Dans : Optimization Methods and Software. 25, 3, p. 359-386 28 p.

Résultats de recherche: Contribution à un journal/une revueArticle

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Trust Region Method
Recursive Method
Constrained optimization
Constrained Optimization
Trust Region Algorithm