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WEDGE

swMATH ID: 4771
Software Authors: Marazzi, Marcelo; Nocedal, Jorge
Description: Software for Derivative-free Unconstrained Nonlinear Optimization. WEDGE is designed for solving problems in which the objective function is smooth and the number of variables is moderate, but derivativesare not available. The method generates a model that interpolates the objective function at a set of sample points, and uses trust regions to promote convergence. A geometric constraint (or wedge) aims at keeping the sample points non-degenerate at each iteration. The code has been developed at the Optimization Center, a joint venture of Argonne National Laboratory and Northwestern University.
Homepage: http://www.eecs.northwestern.edu/~nocedal/wedge.html
Keywords: Derivative-free Unconstrained Nonlinear Optimization
Related Software: DFO; UOBYQA; NEWUOA; COBYLA2; BOBYQA; KELLEY; CONDOR; SifDec; IMFIL; CUTEr; MultiMin; Boosters; ORBIT; BRENT; EGO; GQTPAR; Matlab; minpack; LANCELOT; Optimization Toolbox
Cited in: 41 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Wedge trust region method for derivative free optimization. Zbl 1049.90134
Marazzi, Marcelo; Nocedal, Jorge
2002
all top 5

Cited by 80 Authors

4 Conn, Andrew Roger
4 Scheinberg, Katya
4 Toint, Philippe L.
3 Nocedal, Jorge
3 Shoemaker, Christine A.
3 Vicente, Luis Nunes
2 Arouxét, Ma. Belén
2 Brekelmans, Ruud C. M.
2 den Hertog, Dick
2 Driessen, Lonneke
2 Echebest, Nélida E.
2 Ferris, Michael C.
2 Hamers, Herbert
2 Kaelo, Pro
2 Pilotta, Elvio A.
2 Regis, Rommel G.
2 Sun, Wenyu
2 Wang, Peng
2 Wild, Stefan M.
2 Zhu, Detong
1 Apkarian, Pierre
1 Berahas, Albert S.
1 Byrd, Richard H.
1 Chen, Lu-Hung
1 Chen, Yannan
1 Cheng, Xiang
1 Chu, Fei
1 Colson, Benoît
1 de Sampaio, Raimundo J. B.
1 Deng, Geng
1 Dolinskaya, Irina S.
1 Duvigneau, Régis
1 Fasano, Giovanni
1 Feng, Xingdong
1 Gould, Nicholas Ian Mark
1 Gratton, Serge
1 Han, Lixing
1 Jia, Runda
1 Jiang, Ci-Ren
1 Johansson, Karl Henrik
1 Karasözen, Bülent
1 Kolda, Tamara Gibson
1 Larson, Jeffrey
1 Lewis, Robert Michael
1 Li, Gaoming
1 Liang, Dong
1 Liu, Guanghui
1 Maggiar, Alvaro
1 Marazzi, Marcelo
1 Menickelly, Matt
1 Morales, José Luis
1 Noll, Dominikus
1 Orban, Dominique
1 Peng, Chuang
1 Reynolds, Albert C. jun.
1 Shi, Zhenjun
1 Song, Yufeng
1 Staum, Jeremy
1 Sun, Hailin
1 Torczon, Virginia J.
1 Tröltzsch, Anke
1 Visonneau, Michel
1 Voelker, Meta M.
1 Wächter, Andreas
1 Wang, Xiaogang
1 Wei, Qinglai
1 Xi, Min
1 Xu, Zhiwei
1 Yang, Tao
1 Yao, Jun
1 Ye, Lu
1 Yi, Xinlei
1 Yuan, Jinyun
1 Yuan, Ya-xiang
1 Zhang, Hao Helen
1 Zhang, Hongchao
1 Zhang, Liang
1 Zhang, Shengjun
1 Zhang, Zaikun
1 Zhao, Hui
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Cited in 27 Serials

5 Mathematical Programming. Series A. Series B
5 SIAM Journal on Optimization
3 European Journal of Operational Research
3 Optimization Methods & Software
2 Journal of Computational and Applied Mathematics
2 Journal of Global Optimization
1 IMA Journal of Numerical Analysis
1 International Journal for Numerical Methods in Fluids
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 ACM Transactions on Mathematical Software
1 Applied Mathematics and Computation
1 Automatica
1 Journal of Optimization Theory and Applications
1 SIAM Journal on Control and Optimization
1 Asia-Pacific Journal of Operational Research
1 SIAM Review
1 Computational Optimization and Applications
1 Computational and Applied Mathematics
1 Computational Geosciences
1 Optimization and Engineering
1 Journal of Applied Mathematics and Computing
1 Structural and Multidisciplinary Optimization
1 Acta Numerica
1 Journal of Industrial and Management Optimization
1 Statistics and Computing
1 Numerical Algebra, Control and Optimization
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Cited in 8 Fields

35 Operations research, mathematical programming (90-XX)
18 Numerical analysis (65-XX)
3 Systems theory; control (93-XX)
2 Statistics (62-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Fluid mechanics (76-XX)
1 Geophysics (86-XX)
1 Biology and other natural sciences (92-XX)

Citations by Year