An efficient nonmonotone trust-region method for unconstrained optimization (Q411524): Difference between revisions
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Revision as of 18:54, 19 March 2024
scientific article
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English | An efficient nonmonotone trust-region method for unconstrained optimization |
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An efficient nonmonotone trust-region method for unconstrained optimization (English)
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4 April 2012
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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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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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