A nonmonotone adaptive trust region method based on conic model for unconstrained optimization
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Summary: We propose a nonmonotone adaptive trust region method for unconstrained optimization problems which combines a conic model and a new update rule for adjusting the trust region radius. Unlike the traditional adaptive trust region methods, the subproblem of the new method is the conic minimization subproblem. Moreover, at each iteration, we use the last and the current iterative information to define a suitable initial trust region radius. The global and superlinear convergence properties of the proposed method are established under reasonable conditions. Numerical results show that the new method is efficient and attractive for unconstrained optimization problems.
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- scientific article; zbMATH DE number 1186893 (Why is no real title available?)
- scientific article; zbMATH DE number 1932417 (Why is no real title available?)
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Cited in
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- A nonmonotone trust region method based on simple conic models for unconstrained optimization
- A nonmonotone adaptive trust-region algorithm with a conic model for unconstrained optimization
- An adaptive conic trust-region method for unconstrained optimization
- An adaptive conic cubic overestimation method for unconstrained optimization
- A nonmonotone self-adaptive conic trust region algorithm for unconstrained optimization
- A nonmonotone adaptive trust region method for unconstrained optimization based on conic model
- Nonmonotone alternative direction method based on simple conic model for unconstrained optimization
- A nonmonotone trust-region method of conic model for unconstrained optimization
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