An improved nonmonotone adaptive trust region method.

DOI10.21136/AM.2019.0138-18MaRDI QIDQ2315468zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 5 August 2019

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21136/am.2019.0138-18

zbMATH Keywords

global convergencenonmonotone techniquescaled memoryless BFGS updatetrust region methodunconstrained optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• A modified BFGS method and its global convergence in nonconvex minimization
• A New Algorithm for Unconstrained Optimization
• A new trust region method with adaptive radius
• A nonmonotone adaptive trust region method and its convergence
• A Nonmonotone Line Search Technique for Newton’s Method
• A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
• A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems
• Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• An adaptive nonmonotone trust region algorithm
• An adaptive trust region method and its convergence
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• An efficient nonmonotone trust-region method for unconstrained optimization
• An improved adaptive trust-region algorithm
• An unconstrained optimization test functions collection
• Benchmarking optimization software with performance profiles.
• CUTEr and SifDec
• Function Minimization by Interpolation in a Data Table
• Nonmonotone trust region method for solving optimization problems
• Nonmonotonic trust region algorithm
• Optimization theory and methods. Nonlinear programming
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Trust Region Methods

Cited in

(3)

• A new nonmonotone adaptive trust region algorithm.
• A nonmonotone adaptive trust region technique with a forgetting factor
• An improved non-monotone trust region algorithm with a new adaptive radius for unconstrained optimization

Describes a project that uses

Uses Software

• CUTEr
• SCALCG
• SIFDecode

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