A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems

DOI10.1007/S10957-015-0790-0MaRDI QIDQ896192zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 14 December 2015

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-015-0790-0

zbMATH Keywords

algorithmglobal convergencenumerical exampleconvex combinationsadaptive techniquesnon-monotone methodsnonlinear unconstrained optimizationretrospective trust region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

• scientific article; zbMATH DE number 1186893 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A new modified nonmonotone adaptive trust region method for unconstrained optimization
• A new trust region method for unconstrained optimization
• A nonmonotone adaptive trust region method and its convergence
• A nonmonotone retrospective trust-region method for unconstrained optimization
• A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values
• A nonmonotone trust region method with adaptive radius for unconstrained optimization problems
• A nonmonotone trust-region line search method for large-scale unconstrained optimization
• A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems
• A retrospective trust-region method for unconstrained optimization
• A truncated Newton method with non-monotone line search for unconstrained optimization
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• An adaptive trust region method and its convergence
• An efficient nonmonotone trust-region method for unconstrained optimization
• Automatic Determination of an Initial Trust Region in Nonlinear Programming
• Benchmarking optimization software with performance profiles.
• CUTEr and SifDec
• Newton's Method for Large Bound-Constrained Optimization Problems
• Nonmonotonic trust region algorithm
• Trust Region Methods

Cited in

(6)

• Nonmonotone retrospective conic trust region method for unconstrained optimization
• A modified non-monotone adaptive retrospective trust region algorithm for unconstrained optimization
• A retrospective trust-region method for unconstrained optimization
• Adaptive online distributed optimization in dynamic environments
• An adaptive retrospective trust region method based on a hybridization of the monotone and nonmonotone aspects
• A nonmonotone retrospective trust-region method for unconstrained optimization

Describes a project that uses

Uses Software

• TRON
• CUTEr

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