A class of nonmonotone trust region algorithms for constrained optimizations (Q1906603): Difference between revisions
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| Property / author: Ji-ye Han / rank | |||
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Revision as of 11:59, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of nonmonotone trust region algorithms for constrained optimizations |
scientific article |
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A class of nonmonotone trust region algorithms for constrained optimizations (English)
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27 February 1997
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The authors consider the problem of minimizing a smooth function \(f\) over a closed convex set \(\Omega\). They state a trust region algorithm that includes a variant of the nonmonotone line search idea. It is stated without proof that under reasonable assumptions, at least one limit-point of the sequence generated by the algorithm satisfies the first-order optimality system.
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smooth function
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trust region algorithm
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nonmonotone line search
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