Interpolation by conic model for unconstrained optimization
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A combination of quasi-Newton methods with conic functions for solving unconstrained optimization problems is described. The method is q- superlinearly convergent, and decreases the number of line searches. Numerical examples show that the new method is successful.
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Cites work
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A Conic Algorithm for Optimization
- Conic Approximations and Collinear Scalings for Optimizers
- Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
- scientific article; zbMATH DE number 90368 (Why is no real title available?)
- scientific article; zbMATH DE number 1180450 (Why is no real title available?)
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- Quasi-Newton Methods, Motivation and Theory
- Testing Unconstrained Optimization Software
- The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization
Cited in
(21)- A smoothing conic trust region filter method for the nonlinear complementarity problem
- A conic trust-region method and its convergence properties
- On accelerating Newton's method based on a conic model
- A modified Newton-like method for nonlinear equations
- A subspace minimization conjugate gradient method based on conic model for unconstrained optimization
- On the Lagrange functions of quadratic models that are defined by interpolation*
- A conic affine scaling dogleg method for nonlinear optimization with bound constraints
- A modified partial quadratic interpolation method for unconstrained optimization
- A quadratic tridiagonal interpolation DFO method for unconstrained optimization
- scientific article; zbMATH DE number 2130404 (Why is no real title available?)
- An adaptive conic trust-region method for unconstrained optimization
- A trust-region method with a conic model for unconstrained optimization
- A model-hybrid approach for unconstrained optimization problems
- A nonquadratic one dimensional interpolation method for optimization
- scientific article; zbMATH DE number 872647 (Why is no real title available?)
- A new hybrid method for nonlinear complementarity problems
- Nonmonotone alternative direction method based on simple conic model for unconstrained optimization
- A conic regularized Barzilai-Borwein trust region method for large scale unconstrained optimization
- A new derivative free optimization method based on conic interpolation model
- A trust region method with a conic model for nonlinearly constrained optimization
- A nonmonotone adaptive trust region method based on conic model for unconstrained optimization
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