A variant of trust-region methods for unconstrained optimization

DOI10.1016/j.amc.2008.04.049zbMath1159.65065OpenAlexW1972272528MaRDI QIDQ2518723

Li Wang, Chuan-Long Wang, Ke-Cun Zhang, Fu-Sheng Wang

Publication date: 16 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.amc.2008.04.049

zbMATH Keywords

algorithmunconstrained optimizationconvergencenumerical exampleslinear modelconic modeltrust-region methodsquadratic model

Mathematics Subject Classification ID

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

Related Items (6)

A nonmonotone trust region method based on simple conic models for unconstrained optimization ⋮ A hybrid algorithm for linearly constrained minimax problems ⋮ An adaptive nonmonotone trust-region method with curvilinear search for minimax problem ⋮ A quasi-Newton trust region method based on a new fractional model ⋮ An ODE-based nonmonotone method for unconstrained optimization problems ⋮ Extended Dai-Yuan conjugate gradient strategy for large-scale unconstrained optimization with applications to compressive sensing

Uses Software

• minpack
• GQTPAR

Cites Work

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• Computing Optimal Locally Constrained Steps
• Trust Region Methods
• A Conic Algorithm for Optimization
• Optimality Conditions for Trust-Region Subproblems Involving a Conic Model
• A New Algorithm for Unconstrained Optimization
• Hybrid conjugate gradient methods for unconstrained optimization

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