Numerical research on the sensitivity of nonmonotone trust region algorithms to their parameters

DOI10.1016/j.camwa.2008.05.010zbMath1165.65360OpenAlexW2029613438MaRDI QIDQ2389479

Jun Chen, Wen-Yu Sun, Raimundo J. B. de Sampaio

Publication date: 17 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.05.010

zbMATH Keywords

unconstrained optimizationnumerical experimentstrust region methodnonmonotone techniquechoice of parameters

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10)

Related Items

Nonmonotone second-order Wolfe's line search method for unconstrained optimization problems ⋮ A multiplier active-set trust-region algorithm for solving constrained optimization problem

Uses Software

• LANCELOT
• SifDec
• TRON
• minpack

Cites Work

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