A non-monotone trust region algorithm for unconstrained optimization with dynamic reference iteration updates using filter

DOI10.1080/02331934.2012.668544MaRDI QIDQ2903152zbMATH OpenOpenAlexFDO

Authors Masoud Fatemi, Nezam Mahdavi-Amiri

Publication date 23 August 2012

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2012.668544

Mathematics Subject Classification ID

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

Recommendations

• A filter trust-region algorithm for unconstrained optimization with strong global convergence properties
• A Filter-Trust-Region Method for Unconstrained Optimization
• A filter non-monotone trust region algorithm with a simple quadratic model
• A nonmonotone adaptive trust-region algorithm with a conic model for unconstrained optimization
• A filter trust-region method for unconstrained optimization

Cites work

• A Filter-Trust-Region Method for Unconstrained Optimization
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A Nonmonotone Line Search Technique for Newton’s Method
• A class of nonmonotone stabilization trust region methods
• A class on nonmonotone stabilization methods in unconstrained optimization
• A truncated Newton method with non-monotone line search for unconstrained optimization
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search. II. Inequality Constrained Problems—Feasible Iterates
• Benchmarking optimization software with performance profiles.
• CUTEr and SifDec
• Nonlinear programming without a penalty function.
• Nonmonotone trust region methods with curvilinear path in unconstrained optimization
• Nonmonotonic trust region algorithm
• Solving the Trust-Region Subproblem using the Lanczos Method
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Trust Region Methods

Cited in

(3)

• An approach based on dwindling filter method for positive definite generalized eigenvalue problem
• A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems
• A filter trust-region algorithm for unconstrained optimization with strong global convergence properties

Describes a project that uses

Uses Software

• CUTEr

This page was built for publication: A non-monotone trust region algorithm for unconstrained optimization with dynamic reference iteration updates using filter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2903152)