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)

Cited In (only showing first 100 items - show all)

• 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
• A anonmonotone line search technique for improved projected quasi-newton methods^*this research was supported in party by the national natural science foundation of china$ef:
• An inexact alternating directions algorithm for constrained total variation regularized compressive sensing problems
• Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
• Trace-penalty minimization for large-scale eigenspace computation
• The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
• An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
• General form of nonmonotone line search techniques for unconstrained optimization
• An extended nonmonotone line search technique for large-scale unconstrained optimization
• On the differentiability check in gradient sampling methods
• A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
• Quadratic regularization projected Barzilai-Borwein method for nonnegative matrix factorization
• A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
• A new cubic convergent method for solving a system of nonlinear equations
• An adaptive trust region method based on simple conic models
• A globally convergent BFGS method with nonmonotone line search for non-convex minimization
• A modified three-term conjugate gradient method with sufficient descent property
• A nonmonotone PSB algorithm for solving unconstrained optimization
• A new restarting adaptive trust-region method for unconstrained optimization
• A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization
• Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
• An adaptive nonmonotone trust-region method with curvilinear search for minimax problem
• A non-monotone pattern search approach for systems of nonlinear equations
• Nonmonotone conic trust region method with line search technique for bound constrained optimization
• Nonmonotone line search methods with variable sample size
• Non-monotone projection gradient method for non-negative matrix factorization
• A new trust region method for solving least-square transformation of system of equalities and inequalities
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• A subgradient method with non-monotone line search
• A modified nonmonotone trust region line search method
• An approach based on dwindling filter method for positive definite generalized eigenvalue problem
• An adaptive nonmonotone line search for multiobjective optimization problems
• A nonmonotone line search method and its convergence for unconstrained optimization
• A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems
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• Complex-step derivative approximation in noisy environment
• A BFGS trust-region method with a new nonmonotone technique for nonlinear equations
• A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems
• Folding-free global conformal mapping for genus-0 surfaces by harmonic energy minimization
• A nonmonotone hybrid conjugate gradient method for unconstrained optimization
• A simple sufficient descent method for unconstrained optimization
• Two accelerated nonmonotone adaptive trust region line search methods
• A non-monotone regularization Newton method for the second-order cone complementarity problem
• Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
• \(L_p\)-norm regularization algorithms for optimization over permutation matrices
• A new derivative-free conjugate gradient method for large-scale nonlinear systems of equations
• A new nonmonotone line-search trust-region approach for nonlinear systems
• Multivariate spectral gradient algorithm for nonsmooth convex optimization problems
• Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing
• Nonmonotone BFGS-trained recurrent neural networks for temporal sequence processing
• Combining nonmonotone conic trust region and line search techniques for unconstrained optimization
• Modified active set projected spectral gradient method for bound constrained optimization
• Spectral projected gradient method for stochastic optimization
• Nonmonotone projected gradient methods based on barrier and Euclidean distances
• A Barzilai-Borwein type method for stochastic linear complementarity problems
• A nonmonotone filter line search technique for the MBFGS method in unconstrained optimization
• A brief survey of methods for solving nonlinear least-squares problems

Uses Software

• L-BFGS

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