An adaptive conic trust-region method for unconstrained optimization

DOI10.1080/10556780410001697677MaRDI QIDQ3369518zbMATH OpenOpenAlexFDO

Authors Qiaoming Han, Raimundo J. B. de Sampaio, Wenyu Sun, Jiye Han

Publication date 2 February 2006

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

Full work available at URL https://doi.org/10.1080/10556780410001697677

zbMATH Keywords

nonlinear programmingquasi-Newton methodtrust-region methodconic modelself-adjust strategy

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

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• Computing a Trust Region Step
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• Interpolation by conic model for unconstrained optimization
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• Newton’s Method with a Model Trust Region Modification
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• Tensor Methods for Large, Sparse Unconstrained Optimization
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization

Cited in

(15)

• An efficient gradient method with approximate optimal stepsize for large-scale unconstrained optimization
• A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization
• A hybrid trust region algorithm for unconstrained optimization
• A nonmonotone adaptive trust region method for unconstrained optimization based on conic model
• A conic affine scaling dogleg method for nonlinear optimization with bound constraints
• Convergence of memory gradient methods
• scientific article; zbMATH DE number 5847034 (Why is no real title available?)
• An adaptive conic cubic overestimation method for unconstrained optimization
• scientific article; zbMATH DE number 7449075 (Why is no real title available?)
• An iterative algorithm for the conic trust region subproblem
• CONORBIT: constrained optimization by radial basis function interpolation in trust regions
• An adaptive approach of conic trust-region method for unconstrained optimization problems
• Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
• Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
• A modified trust region method with beale's PCG technique for optimization

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