An efficient nonmonotone trust-region method for unconstrained optimization

DOI10.1007/s11075-011-9502-5zbMath1243.65066MaRDI QIDQ411524

Masoud Ahookhosh, Keyvan Amini

Publication date: 4 April 2012

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-011-9502-5

zbMATH Keywords

unconstrained optimization; global convergence; numerical results; trust-region methods; nonmonotone technique

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C51: Interior-point methods

Related Items

Nonmonotone Self-adaptive Levenberg–Marquardt Approach for Solving Systems of Nonlinear Equations, An efficient Levenberg–Marquardt method with a new LM parameter for systems of nonlinear equations, AN IMPROVED ADAPTIVE TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION, Unnamed Item, An improvement of adaptive cubic regularization method for unconstrained optimization problems, A non-monotone pattern search approach for systems of nonlinear equations, Finding zeros of Hölder metrically subregular mappings via globally convergent Levenberg–Marquardt methods, Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search, A trust-region method with improved adaptive radius for systems of nonlinear equations, Continuous and discrete Zhang dynamics for real-time varying nonlinear optimization, A new generalized shrinkage conjugate gradient method for sparse recovery, Impulse noise removal by an adaptive trust-region method, A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems, A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization, A new adaptive trust-region method for system of nonlinear equations, A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints, A new restarting adaptive trust-region method for unconstrained optimization, Monotone and nonmonotone trust-region-based algorithms for large scale unconstrained optimization problems, A new nonmonotone line-search trust-region approach for nonlinear systems, A nonmonotone PRP conjugate gradient method for solving square and under-determined systems of equations, A new trust region method for solving least-square transformation of system of equalities and inequalities, An open-source unconstrained stress updating algorithm for the modified Cam-clay model, Nonmonotone trust region algorithm for solving the unconstrained multiobjective optimization problems, A Shamanskii-like self-adaptive Levenberg-Marquardt method for nonlinear equations, An inexact and nonmonotone proximal method for smooth unconstrained minimization, On efficiency of nonmonotone Armijo-type line searches, An improved nonmonotone adaptive trust region method., A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems, An inexact line search approach using modified nonmonotone strategy for unconstrained optimization, Two globally convergent nonmonotone trust-region methods for unconstrained optimization, A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems, An effective trust-region-based approach for symmetric nonlinear systems, A Globally Convergent Trust-Region Method for Large-Scale Symmetric Nonlinear Systems

Uses Software

• minpack

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
• Sensitivity of trust-region algorithms to their parameters
• A truncated Newton method with non-monotone line search for unconstrained optimization
• Nonmonotone trust region methods with curvilinear path in unconstrained optimization
• Nonmonotonic trust region algorithm
• A class of nonmonotone stabilization trust region methods
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• On the global convergence of trust region algorithms for unconstrained minimization
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• Testing Unconstrained Optimization Software
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Trust Region Methods
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• Benchmarking optimization software with performance profiles.
• On the nonmonotone line search