A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization (Q1888512)
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| Language | Label | Description | Also known as |
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| English | A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization |
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A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization (English)
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23 November 2004
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The author extends the nonmonotonic trust region method to a two-piece update of the projected Hessian algorithm with a nonmonotonic trust region method for constrained optimization. He proves that the proposed method is global convergent. Local two-step and one-step superlinear convergence rates are also proved. A numerical experiment shows the effectiveness of the proposed method.
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trust region methods
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nonmonotonic technique
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two-piece update
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Convergence
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numerical experiment
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