Combining nonmonotone conic trust region and line search techniques for unconstrained optimization (Q629507)
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scientific article; zbMATH DE number 5863147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining nonmonotone conic trust region and line search techniques for unconstrained optimization |
scientific article; zbMATH DE number 5863147 |
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Combining nonmonotone conic trust region and line search techniques for unconstrained optimization (English)
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9 March 2011
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The authors propose a trust region method for solving a general unconstrained optimization problem. After outlining the necessary background and an overview of the literature in the first section, they proceed to describe a new trust region algorithm which can be regarded as a combination of the conic model, non-monotone and line-search techniques. The third and fourth sections study the convergence properties of the proposed algorithm, whereas the last section presents the results of numerical experimentation using the proposed algorithm.
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unconstrained optimization
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nonmonotone trust region method
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line search
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conic model
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global convergence
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numerical experiments
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