Nonmonotonic trust region algorithm

Journal of Optimization Theory and Applications

Volumn 76, Issue 2, 1993, Pages 259-285

  Deng, N Y ^a   Xiao, Y ^b   Zhou, F J ^c  

^a BeijingUniversity of Agriculture   (China)

^b BEIJING UNIVERSITY OF TECHNOLOGY   (China)

^c TSINGHUA UNIVERSITY   (China)

Author keywords

convergence; nonmonotone method; trust region method; Unconstrained optimization

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; ITERATIVE METHODS;

NONMONOTONE METHOD; TRUST REGION METHOD; UNCONSTRAINED OPTIMIZATION;

OPTIMIZATION;

EID: 0027544412     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/BF00939608     Document Type: Article

References (10)

1. The Watchdog Technique for Forcing Convergence in Algorithms for Constrained Optimization
2. A Nonmonotone Line Search Technique for Newton's Methods
3. A Truncated Newton Method with Nonmonotone Line Search for Unconstrained Optimization
4. Recent Development in Algorithms and Software for Trust Region Methods
5. A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
6. Newton's Method with a Model Trust Region Modification
7. The Conjugate Gradient Method and Trust Regions in Large-Scale Optimization
8. Two New Unconstrained Optimization Algorithms Which Use Function and Gradient Values