A filter non-monotone trust region algorithm with a simple quadratic model

MaRDI QIDQ4901775zbMATH OpenFDO

Authors Lin Feng, Fujian Duan, Wenlong He

Publication date 24 January 2013

zbMATH Keywords

global convergenceunconstrained optimizationfiltersimple quadratic modelnon-monotonic trust region algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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