A class of nonmonotone stabilization trust region methods

DOI10.1007/BF02252985zbMath0834.90127MaRDI QIDQ1337634

V. Pereyra

Publication date: 8 November 1994

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

unconstrained minimizationnonmonotone trust regionwatchdog technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (9)

A non-monotone trust region algorithm for unconstrained optimization with dynamic reference iteration updates using filter ⋮ Two globally convergent nonmonotone trust-region methods for unconstrained optimization ⋮ An efficient nonmonotone trust-region method for unconstrained optimization ⋮ A nonmonotone trust-region line search method for large-scale unconstrained optimization ⋮ A modified ODE-based algorithm for unconstrained optimization problems ⋮ A new supermemory gradient method for unconstrained optimization problems ⋮ A hybrid trust region algorithm for unconstrained optimization ⋮ A modified nonmonotone trust region line search method ⋮ A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems

Uses Software

• minpack

Cites Work

• Unnamed Item
• A truncated Newton method with non-monotone line search for unconstrained optimization
• More test examples for nonlinear programming codes
• Nonmonotone trust region methods with curvilinear path in unconstrained optimization
• Nonmonotonic trust region algorithm
• Nonmonotone stabilization methods for nonlinear equations
• A quasi-discrete Newton algorithm with a nonmonotone stabilization technique
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• Testing Unconstrained Optimization Software
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Newton’s Method with a Model Trust Region Modification
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search. II. Inequality Constrained Problems—Feasible Iterates
• A Nonmonotone Line Search Technique for Newton’s Method
• A variant of curved search method

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