This software is under development. Please check back later.
TRACE is a software package for solving continuous optimization problems. It applies a gradient-based local-search algorithm to attemp to locate a minimizer of
min f(x),
x ∈ Rⁿ
where f is twice-continuously differentiable.
TRACE is written in Matlab. The main authors are Frank E. Curtis, Daniel P. Robinson, and Qi Wang. For a list of all contributors, please see the AUTHORS file.
TRACE is provided free of charge so that it might be useful to others. Please send e-mail to Frank E. Curtis with success stories or other feedback. If you use TRACE in your research, then please cite the following papers:
- Frank E. Curtis, Daniel P. Robinson, and Mohammadreza Samadi. "A Trust Region Algorithm with a Worst-Case Iteration Complexity of O(eps^(-3/2)) for Nonconvex Optimization." Mathematical Programming. 162:1–32, 2017.
- Frank E. Curtis and Qi Wang. "Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization." arXiv preprint 2204.11322, 2022.