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

DOI10.1080/02331934.2012.668544zbMATH Open1246.90141OpenAlexW1989935461MaRDI QIDQ2903152FDOQ2903152

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

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Mathematics Subject Classification ID

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

Cites Work

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

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

Uses Software

• CUTEr

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