Combining nonmonotone conic trust region and line search techniques for unconstrained optimization (Q629507)

From MaRDI portal





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

    Statements

    Combining nonmonotone conic trust region and line search techniques for unconstrained optimization (English)
    0 references
    0 references
    0 references
    0 references
    9 March 2011
    0 references
    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.
    0 references
    unconstrained optimization
    0 references
    nonmonotone trust region method
    0 references
    line search
    0 references
    conic model
    0 references
    global convergence
    0 references
    numerical experiments
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers