Automatic Determination of an Initial Trust Region in Nonlinear Programming

DOI10.1137/S1064827595286955zbMATH Open0891.90151MaRDI QIDQ4376255FDOQ4376255

Authors: Annick Sartenaer 

Publication date: 10 February 1998

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

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zbMATH Keywords

numerical resultsnonlinear optimizationtrust region methodsinitial trust region

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Programming involving graphs or networks (90C35) Nonlinear programming (90C30)

Cited In (39)

• A nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimization
• A new trust region filter algorithm
• A new restarting adaptive trust-region method for unconstrained optimization
• A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
• A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization
• A new nonmonotone adaptive trust region line search method for unconstrained optimization
• A nonmonotone adaptive trust region technique with a forgetting factor
• A novel self-adaptive trust region algorithm for unconstrained optimization
• A nonmonotone adaptive trust region method for unconstrained optimization based on conic model
• Value functions and error bounds of trust region methods
• An efficient two-step trust-region algorithm for exactly determined consistent systems of nonlinear equations
• A new trust region method for solving least-square transformation of system of equalities and inequalities
• A self-adaptive trust region method with line search based on a simple subproblem model
• Combination adaptive trust region method by non-monotone strategy for unconstrained nonlinear programming
• A self-adaptive trust region method for the extended linear complementarity problems
• A line search trust-region algorithm with nonmonotone adaptive radius for a system of nonlinear equations
• A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints
• A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems
• The convergence of subspace trust region methods
• An adaptive nonmonotone trust region algorithm
• A new trust region method for unconstrained optimization
• An improved adaptive trust-region method for unconstrained optimization
• A new nonmonotone trust region method for unconstrained optimization equipped by an efficient adaptive radius
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• Two error bounds for constrained optimization problems and their applications
• Updating the regularization parameter in the adaptive cubic regularization algorithm
• A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems
• A nonmonotone adaptive trust region method based on conic model for unconstrained optimization
• An efficient implementation of a trust region method for box constrained optimization
• An effective trust-region-based approach for symmetric nonlinear systems
• An adaptive approach of conic trust-region method for unconstrained optimization problems
• A Riemannian Newton trust-region method for fitting Gaussian mixture models
• A Globally Convergent Trust-Region Method for Large-Scale Symmetric Nonlinear Systems
• A new trust region method with adaptive radius for unconstrained optimization
• Superlinearly convergent trust-region method without the assumption of positive-definite Hessian
• An improved adaptive trust-region algorithm
• A new trust-region method for solving systems of equalities and inequalities
• Numerical research on the sensitivity of nonmonotone trust region algorithms to their parameters
• A new modified nonmonotone adaptive trust region method for unconstrained optimization

Uses Software

• LANCELOT

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