An efficient nonmonotone trust-region method for unconstrained optimization (Q411524): Difference between revisions

The following unconstrained optimization problem is considered: \[ \min f(x),\qquad\text{subject to }x\in\mathbb{R}^n, \] where \(f\) is a twice continuously differentiable function. The authors propose a new nonmonotone strategy and exploit it in trust-region framework to introduce an efficient procedure to solve this unconstrained optimization problem. Numerical results are given.

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reviewed by

Hans Benker

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zbMATH Keywords

unconstrained optimization

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trust-region methods

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nonmonotone technique

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global convergence

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numerical results

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describes a project that uses

minpack

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1007/s11075-011-9502-5

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cites work

A nonmonotone trust region method with adaptive radius for unconstrained optimization problems

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Q3539529

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The watchdog technique for forcing convergence in algorithms for constrained optimization

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Trust Region Methods

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On the nonmonotone line search

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Nonmonotonic trust region algorithm

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Benchmarking optimization software with performance profiles.

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Sensitivity of trust-region algorithms to their parameters

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A Nonmonotone Line Search Technique for Newton’s Method

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A truncated Newton method with non-monotone line search for unconstrained optimization

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A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values

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Testing Unconstrained Optimization Software

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Q3840111

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Q5491447

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Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems

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On the global convergence of trust region algorithms for unconstrained minimization

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A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties

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An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization

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Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints

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Nonmonotone trust region methods with curvilinear path in unconstrained optimization

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A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization

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A class of nonmonotone stabilization trust region methods

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Identifiers

zbMATH Open document ID

1243.65066

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DOI

10.1007/s11075-011-9502-5

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:411524

@@ Property / review text @@
+The following unconstrained optimization problem is considered:  \[ \min f(x),\qquad\text{subject to }x\in\mathbb{R}^n, \]  where \(f\) is a twice continuously differentiable function.   The authors propose a new nonmonotone strategy and exploit it in trust-region framework to introduce an efficient procedure to solve this unconstrained optimization problem. Numerical results are given.
+Normal rank
@@ Property / reviewed by @@
+Hans Benker
@@ Property / reviewed by: Hans Benker / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 65K05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 90C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C51
@@ Property / Mathematics Subject Classification ID: 90C51 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6022114
@@ Property / zbMATH DE Number: 6022114 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unconstrained optimization
@@ Property / zbMATH Keywords: unconstrained optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trust-region methods
@@ Property / zbMATH Keywords: trust-region methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonmonotone technique
@@ Property / zbMATH Keywords: nonmonotone technique / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global convergence
@@ Property / zbMATH Keywords: global convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical results
@@ Property / zbMATH Keywords: numerical results / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+minpack
@@ Property / describes a project that uses: minpack / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11075-011-9502-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2021634156
@@ Property / OpenAlex ID: W2021634156 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
+Normal rank
@@ Property / cites work @@
+Q3539529
@@ Property / cites work: Q3539529 / rank @@
+Normal rank
@@ Property / cites work @@
+The watchdog technique for forcing convergence in algorithms for constrained optimization
+Normal rank
@@ Property / cites work @@
+Trust Region Methods
@@ Property / cites work: Trust Region Methods / rank @@
+Normal rank
@@ Property / cites work @@
+On the nonmonotone line search
@@ Property / cites work: On the nonmonotone line search / rank @@
+Normal rank
@@ Property / cites work @@
+Nonmonotonic trust region algorithm
@@ Property / cites work: Nonmonotonic trust region algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Benchmarking optimization software with performance profiles.
+Normal rank
@@ Property / cites work @@
+Sensitivity of trust-region algorithms to their parameters
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique for Newton’s Method
+Normal rank
@@ Property / cites work @@
+A truncated Newton method with non-monotone line search for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values
+Normal rank
@@ Property / cites work @@
+Testing Unconstrained Optimization Software
@@ Property / cites work: Testing Unconstrained Optimization Software / rank @@
+Normal rank
@@ Property / cites work @@
+Q3840111
@@ Property / cites work: Q3840111 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5491447
@@ Property / cites work: Q5491447 / rank @@
+Normal rank
@@ Property / cites work @@
+Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
+Normal rank
@@ Property / cites work @@
+On the global convergence of trust region algorithms for unconstrained minimization
+Normal rank
@@ Property / cites work @@
+A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
+Normal rank
@@ Property / cites work @@
+An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
+Normal rank
@@ Property / cites work @@
+Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
+Normal rank
@@ Property / cites work @@
+Nonmonotone trust region methods with curvilinear path in unconstrained optimization
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
+Normal rank
@@ Property / cites work @@
+A class of nonmonotone stabilization trust region methods
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:411524