A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems

DOI10.1080/00207160.2015.1009903zbMath1342.65140OpenAlexW1983376454MaRDI QIDQ2804916

F. Arzani, M. Reza Peyghami

Publication date: 6 May 2016

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2015.1009903

zbMATH Keywords

algorithmunconstrained optimizationglobal convergencenumerical resultfilter techniquenonmonotone techniqueBarzilai-Borwein gradient methodnon-monotone line search technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (3)

A hybrid BB-type method for solving large scale unconstrained optimization ⋮ An approach based on dwindling filter method for positive definite generalized eigenvalue problem ⋮ A nonmonotone scaled conjugate gradient algorithm for large-scale unconstrained optimization

Uses Software

• CUTEr

Cites Work

• An efficient nonmonotone trust-region method for unconstrained optimization
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• A nonmonotone trust-region line search method for large-scale unconstrained optimization
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• A non-monotone trust region algorithm for unconstrained optimization with dynamic reference iteration updates using filter
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• A NONMONOTONE FILTER BARZILAI-BORWEIN METHOD FOR OPTIMIZATION
• Two-Point Step Size Gradient Methods
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• CUTEr and SifDec
• Benchmarking optimization software with performance profiles.
• Nonlinear programming without a penalty function.
• Adaptive two-point stepsize gradient algorithm

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