A new trust region algorithm with a nonmonotone line search technique

MaRDI QIDQ3109093zbMATH OpenFDO

Authors Shanmin Pang, Lanping Chen

Publication date 27 January 2012

zbMATH Keywords

numerical resultsalgorithmglobal convergencequasi-Newtonunconstrained optimizationnonmonotone line searchtrust-region methodWolfe line search

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53) Renewal theory (60K05)

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(13)

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• A new non-monotone conjugate gradient method based on the trust region technique
• A nonmonotone trust region method with new inexact line search for unconstrained optimization
• A new nonmonotone trust region algorithm
• A new MBFGS of trust region algorithm
• A modified nonmonotone trust region line search method
• Nonmonotone trust region algorithm for unconstrained optimization problems
• A quasi-Newton trust-region method
• A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values
• A new non-monotone trust region algorithm for solving unconstrained optimization problems
• A nonmonotonic self-adaptive trust region algorithm with line search

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