A nonmonotone trust region method for unconstrained optimization

DOI10.1016/J.AMC.2005.01.048zbMath1094.65059OpenAlexW2071786165MaRDI QIDQ814729

Jiangtao Mo, Ke-Cun Zhang, Zeng-xin Wei

Publication date: 7 February 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.01.048

zbMATH Keywords

unconstrained optimizationnumerical examplestrust region methodline searchfixed step lengthglobal superlinear convergencenonmonotone method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (19)

Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization ⋮ A memory gradient method based on the nonmonotone technique ⋮ An ODE-based trust region method for unconstrained optimization problems ⋮ A nonmonotone adaptive trust region method for unconstrained optimization based on conic model ⋮ Monotone and nonmonotone trust-region-based algorithms for large scale unconstrained optimization problems ⋮ Combining nonmonotone conic trust region and line search techniques for unconstrained optimization ⋮ A nonmonotone trust-region method of conic model for unconstrained optimization ⋮ A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values ⋮ A modified ODE-based algorithm for unconstrained optimization problems ⋮ A hybrid trust region algorithm for unconstrained optimization ⋮ A hybrid ODE-based method for unconstrained optimization problems ⋮ A new hybrid method for nonlinear complementarity problems ⋮ A new nonmonotone trust region Barzilai-Borwein method for unconstrained optimization problems ⋮ A nonmonotone conic trust region method based on line search for solving unconstrained optimization ⋮ A new self-adaptive trust region method for unconstrained optimization ⋮ A variant of trust-region methods for unconstrained optimization ⋮ A nonmonotone supermemory gradient algorithm for unconstrained optimization ⋮ Nonmonotone trust region algorithm for solving the unconstrained multiobjective optimization problems ⋮ Correction of trust region method with a new modified Newton method

Uses Software

• minpack

Cites Work

• Unnamed Item
• Global convergence of a two-parameter family of conjugate gradient methods without line search
• Nonmonotonic trust region algorithm
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• Nonmonotonic projected algorithm with both trust region and line search for constrained optimization
• A nonmonotone adaptive trust region method and its convergence
• Nonmonotone trust region method for solving optimization problems
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Testing Unconstrained Optimization Software
• Trust Region Methods
• Maximization by Quadratic Hill-Climbing
• A method for the solution of certain non-linear problems in least squares
• A nonmonotone trust region method for nonlinear programming with simple bound constraints
• Global convergence of conjugate gradient methods without line search

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