A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization

DOI10.1137/S1052623403428208zbMATH Open1073.90024OpenAlexW2167137033MaRDI QIDQ4651982FDOQ4651982

Authors: Hongchao Zhang, William Hager 

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623403428208

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zbMATH Keywords

unconstrained optimizationnonmonotone line search\(R\)-linear convergenceL-BFGS method

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)

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• A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints
• An effective first order reliability method based on Barzilai-Borwein step
• First-order methods for the convex hull membership problem
• Structured spectral algorithm with a nonmonotone line search for nonlinear least squares
• Structured diagonal Gauss-Newton method for nonlinear least squares
• Projected nonmonotone search methods for optimization with orthogonality constraints
• A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• Linear convergence of a nonmonotone projected gradient method for multiobjective optimization
• On the rate of convergence of projected Barzilai-Borwein methods
• On the convergence rate of scaled gradient projection method
• Comparison of active-set and gradient projection-based algorithms for box-constrained quadratic programming
• A regularized limited memory subspace minimization conjugate gradient method for unconstrained optimization
• A cubic regularization of Newton's method with finite difference Hessian approximations
• An FE-inexact heterogeneous ADMM for elliptic optimal control problems with \(L^1\)-control cost
• A Barzilai-Borwein descent method for multiobjective optimization problems
• Multiscale nonrigid point cloud registration using rotation-invariant sliced-Wasserstein distance via Laplace-Beltrami eigenmap
• Nonmonotone inexact restoration approach for minimization with orthogonality constraints
• A brief introduction to manifold optimization
• A generalized worst-case complexity analysis for non-monotone line searches
• Randomized algorithms for high quality treatment planning in volumetric modulated arc therapy
• A structured quasi-Newton algorithm with nonmonotone search strategy for structured NLS problems and its application in robotic motion control
• A nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds
• A new simple model trust-region method with generalized Barzilai-Borwein parameter for large-scale optimization
• Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
• Effective algorithms for solving trace minimization problem in multivariate statistics
• An adaptive Riemannian gradient method without function evaluations
• New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
• Spectral residual method for nonlinear equations on Riemannian manifolds
• Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
• A nonmonotone ODE-based method for unconstrained optimization
• A subspace minimization conjugate gradient method based on conic model for unconstrained optimization
• Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
• Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines
• A new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimization
• A proximal gradient method for ensemble density functional theory
• An application-based characterization of dynamical distance geometry problems
• An alternate gradient method for optimization problems with orthogonality constraints
• Equipping the Barzilai-Borwein method with the two dimensional quadratic termination property
• A nonmonotone smoothing Newton method for system of nonlinear inequalities based on a new smoothing function
• Accelerated augmented Lagrangian method for total variation minimization
• On the inexact scaled gradient projection method
• Structured two-point stepsize gradient methods for nonlinear least squares
• Convergence analysis of a nonmonotone projected gradient method for multiobjective optimization problems
• Nonmonotone quasi-Newton-based conjugate gradient methods with application to signal processing
• Global convergence of Riemannian line search methods with a Zhang-Hager-type condition
• On the convergence properties of scaled gradient projection methods with non-monotone Armijo-like line searches
• A projected gradient method for optimization over density matrices
• Extended Dai-Yuan conjugate gradient strategy for large-scale unconstrained optimization with applications to compressive sensing
• Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model
• A non-monotone linear search algorithm with mixed direction on Stiefel manifold
• Non-monotone inexact restoration method for nonlinear programming
• A nonmonotone scaled Fletcher-Reeves conjugate gradient method with application in image reconstruction
• A first order reliability method based on hybrid conjugate approach with adaptive Barzilai-Borwein steps
• A derivative-free PRP method for solving large-scale nonlinear systems of equations and its global convergence
• Gradient methods exploiting spectral properties
• A Modified PRP Conjugate Gradient Algorithm with Trust Region for Optimization Problems
• Riemannian Optimization on the Symplectic Stiefel Manifold
• A matrix-free smoothing algorithm for large-scale support vector machines
• On efficiency of nonmonotone Armijo-type line searches
• A nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimization
• A new regularized quasi-Newton method for unconstrained optimization
• Recent results on assigned and unassigned distance geometry with applications to protein molecules and nanostructures
• Conditional gradient method for vector optimization
• A nonmonotone spectral projected gradient method for tensor eigenvalue complementarity problems
• Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones
• An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
• Efficient projected gradient methods for cardinality constrained optimization
• An efficient gradient method with approximate optimal stepsize for large-scale unconstrained optimization
• A two-stage active-set algorithm for bound-constrained optimization
• Forward-backward envelope for the sum of two nonconvex functions: further properties and nonmonotone linesearch algorithms
• Fast minimization of region-based active contours using the shape Hessian of the energy
• An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization
• Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
• A nonmonotone PRP conjugate gradient method for solving square and under-determined systems of equations
• Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization
• Several efficient gradient methods with approximate optimal stepsizes for large scale unconstrained optimization
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints
• A corrected Levenberg-Marquardt algorithm with a nonmonotone line search for the system of nonlinear equations
• A line search SQP method without a penalty or a filter
• A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
• Adaptive quadratically regularized Newton method for Riemannian optimization
• A new adaptive Barzilai and Borwein method for unconstrained optimization
• A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction
• A nonmonotone smoothing Newton method for circular cone programming
• A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems
• An improvement of adaptive cubic regularization method for unconstrained optimization problems
• Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems
• LMBOPT: a limited memory method for bound-constrained optimization
• Nonmonotone line searches for optimization algorithms
• Nonmonotone gradient methods for vector optimization with a portfolio optimization application
• Mathematical Analysis and Numerical Approximations of Density Functional Theory Models for Metallic Systems
• A superlinearly convergent nonmonotone quasi-Newton method for unconstrained multiobjective optimization
• Two nonmonotone trust region algorithms based on an improved Newton method
• Augmented Lagrangian cone method for multiobjective optimization problems with an application to an optimal control problem
• Convergence analysis of a projected gradient method for multiobjective optimization problems
• Nonmonotone line searches for unconstrained multiobjective optimization problems
• A new subspace minimization conjugate gradient method based on conic model for large-scale unconstrained optimization
• On the nonmonotonicity degree of nonmonotone line searches

Uses Software

• L-BFGS

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