A nonmonotone trust region method based on simple quadratic models

DOI10.1016/J.CAM.2014.04.026MaRDI QIDQ2253065zbMATH OpenOpenAlexFDO

Authors Qunyan Zhou, Jun Chen, Zhengwei Xie

Publication date 25 July 2014

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2014.04.026

zbMATH Keywords

algorithmglobal convergencelarge scale unconstrained optimizationnonmonotone trust region methodnumerical testsimple quadratic model

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

• A diagonal-sparse quasi-Newton method for unconstrained optimization problem
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A nonmonotone second-order steplength method for unconstrained minimization
• A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values
• An adaptive nonmonotonic trust region method with curvilinear searches
• An unconstrained optimization method using nonmonotone second order Goldstein's line search
• Benchmarking optimization software with performance profiles.
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• scientific article; zbMATH DE number 5670650 (Why is no real title available?)
• Nonmonotone adaptive trust-region method for unconstrained optimization problems
• Nonmonotone trust region algorithm for unconstrained optimization problems
• Nonmonotonic trust region algorithm
• On the limited memory BFGS method for large scale optimization
• Optimization theory and methods. Nonlinear programming
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(9)

• Two nonmonotone trust region algorithms based on an improved Newton method
• A new nonmonotone adaptive trust region method based on simple quadratic models
• A trust region algorithm with simple quadratic models and line search
• A new trust region algorithm with simple quadratic models and line search
• scientific article; zbMATH DE number 5670650 (Why is no real title available?)
• scientific article; zbMATH DE number 1217672 (Why is no real title available?)
• An adaptive nonmonotone trust region method based on a modified scalar approximation of the Hessian in the successive quadratic subproblems
• A nonmonotone trust region method for nonlinear programming with simple bound constraints
• Effective nonmonotone trust region method based on a simple cubic model for unconstrained optimization problems

Describes a project that uses

Uses Software

• L-BFGS

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