Adaptive trust-region algorithms for unconstrained optimization

DOI10.1080/10556788.2019.1698578MaRDI QIDQ5865332zbMATH OpenOpenAlexFDO

Authors Mostafa Rezapour, Thomas J. Asaki

Publication date 13 June 2022

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2019.1698578

zbMATH Keywords

nonlinear programmingtrust-region methodsunconstrained optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Recommendations

• An improved adaptive trust-region algorithm
• A new adaptive trust region algorithm for optimization problems
• Convergence analysis of adaptive trust region methods
• A new restarting adaptive trust-region method for unconstrained optimization
• A new modified nonmonotone adaptive trust region method for unconstrained optimization

Cites work

• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• A New Algorithm for Unconstrained Optimization
• A nonmonotone adaptive trust region method and its convergence
• A quasi-Newton trust-region method
• A retrospective trust-region method for unconstrained optimization
• An algorithm for solving linearly constrained optimization problems
• Benchmarking optimization software with performance profiles.
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Global convergence of a two-parameter family of conjugate gradient methods without line search
• scientific article; zbMATH DE number 1186893 (Why is no real title available?)
• scientific article; zbMATH DE number 852532 (Why is no real title available?)
• Nonmonotone trust region method for solving optimization problems
• Nonmonotonic trust region algorithm
• Numerical Optimization
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Trust Region Methods

Cited in

(6)

• An adaptive trust-region method without function evaluations
• A novel self-adaptive trust region algorithm for unconstrained optimization
• A limited memory adaptive trust-region approach for large-scale unconstrained optimization
• An adaptive approach of conic trust-region method for unconstrained optimization problems
• A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
• SPT: A stochastic tunneling algorithm for global optimization

Describes a project that uses

Uses Software

• CUTEst

This page was built for publication: Adaptive trust-region algorithms for unconstrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5865332)