A nonmonotone trust region method with new inexact line search for unconstrained optimization (Q369443): Difference between revisions

The authors introduce a nonmonotone rule and incorporate the nonmonotone strategy into the trust region method for solving unconstrained optimization problems. The proposed algorithm does not restrict the objective function values to be monotonically decreasing. The algorithm combines line search to find an iterative point instead of resolving the trust region subproblems. The global convergence of the algorithm is established under certain conditions. Some numerical results are presented to show the efficiency of the algorithm.

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Mathematics Subject Classification ID

65K05

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unconstrained optimization

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inexact line search

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trust region method

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global convergence

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numerical experiments

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algorithm

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describes a project that uses

minpack

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11075-012-9652-0

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OpenAlex ID

W2037547277

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cites work

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

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A nonmonotone trust-region line search method for large-scale unconstrained optimization

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Efficient hybrid conjugate gradient techniques

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Trust Region Methods

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Benchmarking optimization software with performance profiles.

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Nonmonotonic trust region algorithm

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On the nonmonotone line search

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A nonmonotone conjugate gradient algorithm for unconstrained optimization

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An algorithm for solving linearly constrained optimization problems

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Nonmonotone adaptive trust-region method for unconstrained optimization problems

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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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A Nonmonotone Line Search Technique for Newton’s Method

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Incorporating nonmonotone strategies into the trust region method for unconstrained optimization

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Nonmonotone globalization techniques for the Barzilai-Borwein gradient method

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A class of nonmonotone trust region algorithms for unconstrained optimization problems

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Global convergece of the bfgs algorithm with nonmonotone linesearch<sup>∗</sup><sup>∗</sup>this work is supported by national natural science foundation$ef:

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Testing Unconstrained Optimization Software

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Q3840111

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A trust region algorithm for equality constrained optimization

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A new restarting method in the Arnoldi algorithm for computing the eigenvalues of a nonsymmetric matrix

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New inexact line search method for unconstrained optimization

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Q5474945

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Global convergence of nonmonotone descent methods for unconstrained optimization problems

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Nonmonotone adaptive trust region method

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An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization

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On a subproblem of trust region algorithms for constrained optimization

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A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization

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Sitelinks

Mathematics(1 entry)

mardi Publication:369443

@@ Property / author @@
-Chang-Feng Ma
@@ Property / author: Chang-Feng Ma / rank @@
-Normal rank
@@ Property / author @@
+Chang-Feng Ma
@@ Property / author: Chang-Feng Ma / rank @@
+Normal rank
@@ Property / review text @@
+The authors introduce a nonmonotone rule and incorporate the nonmonotone strategy into the trust region method for solving unconstrained optimization problems. The proposed algorithm does not restrict the objective function values to be monotonically decreasing. The algorithm combines line search to find an iterative point instead of resolving the trust region subproblems. The global convergence of the algorithm is established under certain conditions. Some numerical results are presented to show the efficiency of the algorithm.
+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 @@
+6210989
@@ Property / zbMATH DE Number: 6210989 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unconstrained optimization
@@ Property / zbMATH Keywords: unconstrained optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inexact line search
@@ Property / zbMATH Keywords: inexact line search / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trust region method
@@ Property / zbMATH Keywords: trust region method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global convergence
@@ Property / zbMATH Keywords: global convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical experiments
@@ Property / zbMATH Keywords: numerical experiments / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+algorithm
@@ Property / zbMATH Keywords: algorithm / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+minpack
@@ Property / describes a project that uses: minpack / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11075-012-9652-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2037547277
@@ Property / OpenAlex ID: W2037547277 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
+Normal rank
@@ Property / cites work @@
+A nonmonotone trust-region line search method for large-scale unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Efficient hybrid conjugate gradient techniques
@@ Property / cites work: Efficient hybrid conjugate gradient techniques / rank @@
+Normal rank
@@ Property / cites work @@
+Trust Region Methods
@@ Property / cites work: Trust Region Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Benchmarking optimization software with performance profiles.
+Normal rank
@@ Property / cites work @@
+Nonmonotonic trust region algorithm
@@ Property / cites work: Nonmonotonic trust region algorithm / 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 @@
+A nonmonotone conjugate gradient algorithm for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+An algorithm for solving linearly constrained optimization problems
+Normal rank
@@ Property / cites work @@
+Nonmonotone adaptive trust-region method for unconstrained optimization problems
+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 @@
+A Nonmonotone Line Search Technique for Newton’s Method
+Normal rank
@@ Property / cites work @@
+Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Nonmonotone globalization techniques for the Barzilai-Borwein gradient method
+Normal rank
@@ Property / cites work @@
+A class of nonmonotone trust region algorithms for unconstrained optimization problems
+Normal rank
@@ Property / cites work @@
+Global convergece of the bfgs algorithm with nonmonotone linesearch<sup>∗</sup><sup>∗</sup>this work is supported by national natural science foundation$ef:
+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 @@
+A trust region algorithm for equality constrained optimization
+Normal rank
@@ Property / cites work @@
+A new restarting method in the Arnoldi algorithm for computing the eigenvalues of a nonsymmetric matrix
+Normal rank
@@ Property / cites work @@
+New inexact line search method for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Q5474945
@@ Property / cites work: Q5474945 / rank @@
+Normal rank
@@ Property / cites work @@
+Global convergence of nonmonotone descent methods for unconstrained optimization problems
+Normal rank
@@ Property / cites work @@
+Nonmonotone adaptive trust region method
@@ Property / cites work: Nonmonotone adaptive trust region method / rank @@
+Normal rank
@@ Property / cites work @@
+An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
+Normal rank
@@ Property / cites work @@
+On a subproblem of trust region algorithms for constrained optimization
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:369443