An adaptive nonmonotone trust region algorithm

DOI10.1080/10556788.2017.1364738zbMath1407.65068OpenAlexW2746036752MaRDI QIDQ4622885

Saeed Rezaee, Saman Babaie-Kafaki

Publication date: 18 February 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2017.1364738

zbMATH Keywords

unconstrained optimizationglobal convergencesuperlinear convergencetrust region methodadaptive radiusquasi-Newton update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37)

Related Items (2)

Nonmonotone quasi-Newton-based conjugate gradient methods with application to signal processing ⋮ An improved nonmonotone adaptive trust region method.

Uses Software

• GALAHAD
• CUTEr
• CG_DESCENT

Cites Work

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• CUTEr and SifDec
• Benchmarking optimization software with performance profiles.

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