Combining nonmonotone conic trust region and line search techniques for unconstrained optimization (Q629507)

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Combining nonmonotone conic trust region and line search techniques for unconstrained optimization
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    Combining nonmonotone conic trust region and line search techniques for unconstrained optimization (English)
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    9 March 2011
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    The authors propose a trust region method for solving a general unconstrained optimization problem. After outlining the necessary background and an overview of the literature in the first section, they proceed to describe a new trust region algorithm which can be regarded as a combination of the conic model, non-monotone and line-search techniques. The third and fourth sections study the convergence properties of the proposed algorithm, whereas the last section presents the results of numerical experimentation using the proposed algorithm.
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    unconstrained optimization
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    nonmonotone trust region method
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    line search
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    conic model
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    global convergence
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    numerical experiments
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