An improved adaptive trust-region algorithm

DOI10.1007/S11590-016-1018-4MaRDI QIDQ519772zbMATH OpenOpenAlexFDO

Authors Ahmad Kamandi, Keyvan Amini, Masoud Ahookhosh

Publication date 5 April 2017

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-016-1018-4

zbMATH Keywords

global convergenceunconstrained optimizationtrust-region methodadaptive radius technique

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A New Modified Cholesky Factorization
• A Note on Trust-Region Radius Update
• A globally convergent BFGS method with nonmonotone line search for non-convex minimization
• A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization
• A modified BFGS method and its global convergence in nonconvex minimization
• A new trust region method with adaptive radius
• A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
• An adaptive trust region method and its convergence
• An effective trust-region-based approach for symmetric nonlinear systems
• Automatic Determination of an Initial Trust Region in Nonlinear Programming
• Benchmarking optimization software with performance profiles.
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Sensitivity of trust-region algorithms to their parameters
• Trust Region Methods

Cited in

(7)

• A new trust region–sequential quadratic programming approach for nonlinear systems based on nonlinear model predictive control
• An adaptive trust-region method without function evaluations
• A new nonmonotone adaptive trust region algorithm.
• An improved nonmonotone adaptive trust region method.
• An effective adaptive trust region algorithm for nonsmooth minimization
• scientific article; zbMATH DE number 5583516 (Why is no real title available?)
• Adaptive trust-region algorithms for unconstrained optimization

Describes a project that uses

Uses Software

• CUTEst

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