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A class of nonmonotone trust region algorithms for constrained optimizations - MaRDI portal

A class of nonmonotone trust region algorithms for constrained optimizations (Q1906603)

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scientific article; zbMATH DE number 840367
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A class of nonmonotone trust region algorithms for constrained optimizations
scientific article; zbMATH DE number 840367

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    A class of nonmonotone trust region algorithms for constrained optimizations (English)
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    27 February 1997
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    The authors consider the problem of minimizing a smooth function \(f\) over a closed convex set \(\Omega\). They state a trust region algorithm that includes a variant of the nonmonotone line search idea. It is stated without proof that under reasonable assumptions, at least one limit-point of the sequence generated by the algorithm satisfies the first-order optimality system.
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    smooth function
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    trust region algorithm
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    nonmonotone line search
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