A modified nonmonotone trust region line search method

DOI10.1007/S12190-017-1113-4MaRDI QIDQ721572zbMATH OpenOpenAlexFDO

Authors Saeed Rezaee, Saman Babaie-Kafaki

Publication date 19 July 2018

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12190-017-1113-4

zbMATH Keywords

global convergenceline searchnonmonotonicitysuperlinear convergencetrust region methodunconstrained optimization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53)

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Cites work

• A class of nonmonotone stabilization trust region methods
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
• A nonmonotone trust-region line search method for large-scale unconstrained optimization
• Algorithm 851
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• Benchmarking optimization software with performance profiles.
• CUTEr and SifDec
• scientific article; zbMATH DE number 1186893 (Why is no real title available?)
• Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
• New cautious BFGS algorithm based on modified Armijo-type line search
• Nonmonotone adaptive trust-region method for unconstrained optimization problems
• Nonmonotone trust region methods with curvilinear path in unconstrained optimization
• Nonmonotonic trust region algorithm
• On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae
• Optimal conditioning of self-scaling variable Metric algorithms
• Optimization theory and methods. Nonlinear programming
• Self-Scaling Variable Metric (SSVM) Algorithms

Cited in

(9)

• Two accelerated nonmonotone adaptive trust region line search methods
• A modified trust region method with arc search
• Accelerated nonmonotone line search technique for multiobjective optimization
• Two adaptive nonmonotone trust-region algorithms for solving multiobjective optimization problems
• A modified non-monotone adaptive retrospective trust region algorithm for unconstrained optimization
• New non-monotone line search-based adaptive trust region for solving unconstrained optimization problems
• Incorporating non-monotone trust region algorithm with line search method for unconstrained optimization
• A new nonmonotone trust region algorithm based on simulated annealing and Barzilai-Borwein methods for unconstrained optimization
• Effective nonmonotone trust region method based on a simple cubic model for unconstrained optimization problems

Describes a project that uses

Uses Software

• CUTEr
• CG_DESCENT

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