bound-constrained problems – Optimization Online

rAdam: restart Adam method to escape from local minima for bound constrained non-linear optimization problems

Published: 2025/08/13

Nonlinear Optimization, Stochastic Programming Adam, bound-constrained problems, design of experiments, globalization, latin hypercube sampling, Restart Adam, Restart strategy, SGD, Weight Decay

This paper presents a restart version of the Adaptive Moment Estimation (Adam) method for bound constrained nonlinear optimization problems. It aims to avoid getting trapped in a local minima and enable exploration the global optimum. The proposed method combines an adapted restart strategy coupling with barrier methodology to handle the bound constraints. Computational comparison with … Read more

Numerical Experience with a Recursive Trust-Region Method for Multilevel Nonlinear Optimization

Published: 2008/07/03

Bound-constrained Optimization, Distributed Control, Optimization of Systems modeled by PDEs bound-constrained problems, multiobjective optimization, nonlinear optimization, numerical performance, recursive algorithms, simplified models

We consider an implementation of the recursive multilevel trust-region algorithm proposed by Gratton, Mouffe, Toint, Weber (2008) for bound-constrained nonlinear problems, and provide numerical experience on multilevel test problems. A suitable choice of the algorithm’s parameters is identified on these problems, yielding a satisfactory compromise between reliability and efficiency. The resulting default algorithm is then … Read more