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

adaptive techniquesalgorithmconvex combinationsglobal convergencenon-monotone methodsnonlinear unconstrained optimizationnumerical exampleretrospective trust region method

Mathematics Subject Classification ID

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

Review text

This paper proposes a new method for resolving a nonlinear unconstrained optimization problem with a twice-differentiable objective profit function. The authors develop a non-monotone adaptive retrospective trust region method and thus prove the global convergence of the new algorithm with a super-linear rate of convergence. A monotone variant of the classical and retrospective ratios and new non-monotone ratios based on convex combinations of the monotone ones is introduced. The paper is improved finally by a numerical example to prove the efficiency and the effectiveness of the proposed theory.

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Cites work

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Cited in

(6)

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

Describes a project that uses

Uses Software

• CUTEr
• TRON

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