A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
From MaRDI portal
Publication:4651982
DOI10.1137/S1052623403428208zbMath1073.90024OpenAlexW2167137033MaRDI QIDQ4651982
William W. Hager, Hongchao Zhang
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623403428208
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Complexity and performance of numerical algorithms (65Y20)
Related Items
A nonmonotonic hybrid algorithm for min-max problem, A two-stage active-set algorithm for bound-constrained optimization, A new simple model trust-region method with generalized Barzilai-Borwein parameter for large-scale optimization, A memory gradient method based on the nonmonotone technique, A cubic regularization of Newton's method with finite difference Hessian approximations, A new subspace minimization conjugate gradient method based on conic model for large-scale unconstrained optimization, Two globally convergent nonmonotone trust-region methods for unconstrained optimization, LMBOPT: a limited memory method for bound-constrained optimization, An efficient augmented Lagrangian method with applications to total variation minimization, The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems, Comparison of active-set and gradient projection-based algorithms for box-constrained quadratic programming, A new nonmonotone trust-region method of conic model for solving unconstrained optimization, Trace-penalty minimization for large-scale eigenspace computation, Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model, Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization, A modified nonmonotone BFGS algorithm for unconstrained optimization, Complex-step derivative approximation in noisy environment, An active set Newton-CG method for \(\ell_1\) optimization, Nonmonotone inexact restoration approach for minimization with orthogonality constraints, Several efficient gradient methods with approximate optimal stepsizes for large scale unconstrained optimization, An application-based characterization of dynamical distance geometry problems, Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm, An adaptive nonmonotone line search for multiobjective optimization problems, A new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimization, Implicit steepest descent algorithm for optimization with orthogonality constraints, Limited memory BFGS method for least squares semidefinite programming with banded structure, A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques, Structured two-point stepsize gradient methods for nonlinear least squares, An efficient gradient method with approximately optimal stepsize based on tensor model for unconstrained optimization, A class of accelerated conjugate-gradient-like methods based on a modified secant equation, Non-monotone inexact restoration method for nonlinear programming, On the steplength selection in gradient methods for unconstrained optimization, An efficient nonmonotone method for state-constrained elliptic optimal control problems, Effective algorithms for solving trace minimization problem in multivariate statistics, An exact penalty approach for optimization with nonnegative orthogonality constraints, A nonmonotone trust-region line search method for large-scale unconstrained optimization, Multiple shooting-local linearization method for the identification of dynamical systems, A subgradient method with non-monotone line search, A nonmonotone approximate sequence algorithm for unconstrained nonlinear optimization, Memory gradient method for multiobjective optimization, A derivative-free Liu-Storey method for solving large-scale nonlinear systems of equations, A brief introduction to manifold optimization, An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints, An adaptive nonmonotone trust-region method with curvilinear search for minimax problem, An inexact line search approach using modified nonmonotone strategy for unconstrained optimization, A Riemannian nonmonotone spectral method for self-adjoint tangent vector field, A hybrid method for solving systems of nonsmooth equations with box constraints, A second-order gradient method for convex minimization, A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values, Nonmonotone projected gradient methods based on barrier and Euclidean distances, A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems, An inexact and nonmonotone proximal method for smooth unconstrained minimization, A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs, A nonmonotone trust region method based on simple quadratic models, Incorporating nonmonotone strategies into the trust region method for unconstrained optimization, Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization, Nonmonotone adaptive trust region method with line search based on new diagonal updating, Convergence of nonmonotone line search method, A new trust region method for solving least-square transformation of system of equalities and inequalities, A brief survey of methods for solving nonlinear least-squares problems, Nonmonotone line searches for unconstrained multiobjective optimization problems, An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem, An accelerated active-set algorithm for a quadratic semidefinite program with general constraints, A generalized worst-case complexity analysis for non-monotone line searches, A matrix-free smoothing algorithm for large-scale support vector machines, A structured quasi-Newton algorithm with nonmonotone search strategy for structured NLS problems and its application in robotic motion control, A nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds, On efficiency of nonmonotone Armijo-type line searches, New line search methods for unconstrained optimization, An ODE-based nonmonotone method for unconstrained optimization problems, Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization, A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems, A line search SQP method without a penalty or a filter, New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization, A new family of conjugate gradient methods, Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem, A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search, A nonmonotone smoothing Newton algorithm for weighted complementarity problem, Spectral residual method for nonlinear equations on Riemannian manifolds, Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations, Two nonmonotone trust region algorithms based on an improved Newton method, Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines, An alternate gradient method for optimization problems with orthogonality constraints, On the inexact scaled gradient projection method, A subspace minimization conjugate gradient method based on conic model for unconstrained optimization, Accelerated augmented Lagrangian method for total variation minimization, A nonmonotone smoothing Newton method for system of nonlinear inequalities based on a new smoothing function, Convergence analysis of a nonmonotone projected gradient method for multiobjective optimization problems, Global convergence of Riemannian line search methods with a Zhang-Hager-type condition, On the convergence properties of scaled gradient projection methods with non-monotone Armijo-like line searches, A nonmonotone scaled Fletcher-Reeves conjugate gradient method with application in image reconstruction, A first order reliability method based on hybrid conjugate approach with adaptive Barzilai-Borwein steps, Nonmonotone line search methods with variable sample size, A nonmonotone hybrid conjugate gradient method for unconstrained optimization, Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems, Structured spectral algorithm with a nonmonotone line search for nonlinear least squares, First-order methods for the convex hull membership problem, A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems, Linear convergence of a nonmonotone projected gradient method for multiobjective optimization, Structured diagonal Gauss-Newton method for nonlinear least squares, A nonmonotone trust region method based on simple conic models for unconstrained optimization, A nonmonotone spectral projected gradient method for tensor eigenvalue complementarity problems, Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones, A damped Gauss-Newton method for the second-order cone complementarity problem, A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems, A line search trust-region algorithm with nonmonotone adaptive radius for a system of nonlinear equations, A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization, A new adaptive trust-region method for system of nonlinear equations, A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities, Partial spectral projected gradient method with active-set strategy for linearly constrained optimization, A corrected Levenberg-Marquardt algorithm with a nonmonotone line search for the system of nonlinear equations, Gradient methods with adaptive step-sizes, An ODE-like nonmonotone method for nonsmooth convex optimization, Two accelerated nonmonotone adaptive trust region line search methods, A new adaptive Barzilai and Borwein method for unconstrained optimization, An active set algorithm for nonlinear optimization with polyhedral constraints, A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction, Non-monotone algorithm for minimization on arbitrary domains with applications to large-scale orthogonal Procrustes problem, A new nonmonotone spectral residual method for nonsmooth nonlinear equations, Modified subspace Barzilai-Borwein gradient method for non-negative matrix factorization, Multivariate spectral gradient algorithm for nonsmooth convex optimization problems, Scaling on the spectral gradient method, A nonmonotone trust region method with new inexact line search for unconstrained optimization, Two derivative-free projection approaches for systems of large-scale nonlinear monotone equations, A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints, The convergence of conjugate gradient method with nonmonotone line search, An extended nonmonotone line search technique for large-scale unconstrained optimization, Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems, A new smoothing and regularization Newton method for the symmetric cone complementarity problem, A simple sufficient descent method for unconstrained optimization, An inexact alternating directions algorithm for constrained total variation regularized compressive sensing problems, Nonmonotone trust region algorithm for unconstrained optimization problems, A non-monotone line search algorithm for unconstrained optimization, A new modified nonmonotone adaptive trust region method for unconstrained optimization, A new restarting adaptive trust-region method for unconstrained optimization, An adaptive trust region method based on simple conic models, Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds, A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems, An efficient descent direction method with cutting planes, An efficient nonmonotone trust-region method for unconstrained optimization, On the worst-case evaluation complexity of non-monotone line search algorithms, Nonmonotone gradient methods for vector optimization with a portfolio optimization application, Nonmonotone BFGS-trained recurrent neural networks for temporal sequence processing, On the nonmonotonicity degree of nonmonotone line searches, Combining nonmonotone conic trust region and line search techniques for unconstrained optimization, Non-monotone projection gradient method for non-negative matrix factorization, A Barzilai-Borwein-based heuristic algorithm for locating multiple facilities with regional demand, Modified active set projected spectral gradient method for bound constrained optimization, A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares, Quadratic regularization projected Barzilai-Borwein method for nonnegative matrix factorization, A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization, Folding-free global conformal mapping for genus-0 surfaces by harmonic energy minimization, A nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimization, Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing, Efficient projected gradient methods for cardinality constrained optimization, Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search, Recent results on assigned and unassigned distance geometry with applications to protein molecules and nanostructures, An efficient Barzilai-Borwein conjugate gradient method for unconstrained optimization, A non-monotone regularization Newton method for the second-order cone complementarity problem, A Barzilai-Borwein type method for stochastic linear complementarity problems, A nonmonotone filter line search technique for the MBFGS method in unconstrained optimization, Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming., A new generalized shrinkage conjugate gradient method for sparse recovery, A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs, A smoothing Broyden-like method with a nonmonotone derivative-free line search for nonlinear complementarity problems, Spectral residual methods with two new non-monotone line searches for large-scale nonlinear systems of equations, A feasible filter method for the nearest low-rank correlation matrix problem, Spectral projected gradient method for stochastic optimization, A nonmonotone line search method for noisy minimization, Multivariate spectral gradient method for unconstrained optimization, Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP, An effective first order reliability method based on Barzilai-Borwein step, Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization, An efficient gradient method with approximate optimal stepsize for large-scale unconstrained optimization, Numerical study of a smoothing algorithm for the complementarity system over the second-order cone, Projected nonmonotone search methods for optimization with orthogonality constraints, A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS, A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound, A nonmonotone Jacobian smoothing inexact Newton method for NCP, An FE-inexact heterogeneous ADMM for elliptic optimal control problems with \(L^1\)-control cost, A modified three-term conjugate gradient method with sufficient descent property, A new nonmonotone line-search trust-region approach for nonlinear systems, A Riemannian conjugate gradient method for optimization on the Stiefel manifold, A feasible method for optimization with orthogonality constraints, A nonmonotone PRP conjugate gradient method for solving square and under-determined systems of equations, A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search, Notes on the Dai-Yuan-Yuan modified spectral gradient method, A modified nonmonotone trust region line search method, A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques, An approach based on dwindling filter method for positive definite generalized eigenvalue problem, A conjugate gradient method with descent direction for unconstrained optimization, A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property, A new regularized quasi-Newton method for unconstrained optimization, A nonmonotone supermemory gradient algorithm for unconstrained optimization, A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations, An affine-scaling interior-point CBB method for box-constrained optimization, A framework of constraint preserving update schemes for optimization on Stiefel manifold, Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization, A globally convergent BFGS method with nonmonotone line search for non-convex minimization, Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search, Inexact Newton-type method for solving large-scale absolute value equation \(Ax-|x|=b\)., An improvement of adaptive cubic regularization method for unconstrained optimization problems, A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization, A non-monotone pattern search approach for systems of nonlinear equations, A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity, An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization, A non-monotone inexact regularized smoothing Newton method for solving nonlinear complementarity problems, Energy-adaptive Riemannian optimization on the Stiefel manifold, A nonmonotone gradient method for constrained multiobjective optimization problems, A class of nonmonotone Armijo-type line search method for unconstrained optimization, A new cubic convergent method for solving a system of nonlinear equations, Adaptive Quadratically Regularized Newton Method for Riemannian Optimization, On the convergence of an active-set method for ℓ1minimization, A nonmonotone smoothing Newton algorithm for solving general box constrained variational inequalities, On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems, On the rate of convergence of projected Barzilai–Borwein methods, On the convergence rate of scaled gradient projection method, A Modified Non-Monotone BFGS Method for Non-Convex Unconstrained Optimization, A nonmonotone ODE-based method for unconstrained optimization, Convergence analysis of a projected gradient method for multiobjective optimization problems, Delayed Gradient Methods for Symmetric and Positive Definite Linear Systems, Forward-Backward Envelope for the Sum of Two Nonconvex Functions: Further Properties and Nonmonotone Linesearch Algorithms, Variable metric method for unconstrained multiobjective optimization problems, Augmented Lagrangian cone method for multiobjective optimization problems with an application to an optimal control problem, A Nonmonotone Smoothing-Type Algorithm for a System of Inequalities Associated with Circular Cones, A new nonmonotone spectral projected gradient algorithm for box-constrained optimization problems in \(m \times n\) real matrix space with application in image clustering, Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search, An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints, Structured adaptive spectral-based algorithms for nonlinear least squares problems with robotic arm modelling applications, The generalized conditional gradient method for composite multiobjective optimization problems on Riemannian manifolds, Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold, Nonmonotone quasi-Newton-based conjugate gradient methods with application to signal processing, A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming, Proximal gradient algorithm with trust region scheme on Riemannian manifold, Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications, Conditional gradient method for vector optimization, A hybrid BB-type method for solving large scale unconstrained optimization, A regularized limited memory subspace minimization conjugate gradient method for unconstrained optimization, A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM, A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems, Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems, A collection of efficient retractions for the symplectic Stiefel manifold, An adaptive Riemannian gradient method without function evaluations, A Barzilai-Borwein descent method for multiobjective optimization problems, Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization, An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions, Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy, Mathematical Analysis and Numerical Approximations of Density Functional Theory Models for Metallic Systems, Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems, A diagonally scaled Newton-type proximal method for minimization of the models with nonsmooth composite cost functions, A new nonmonotone line search method for nonsmooth nonconvex optimization, A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints, Randomized algorithms for high quality treatment planning in volumetric modulated arc therapy, AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL, Unnamed Item, Inexact Newton-type methods based on Lanczos orthonormal method and application for full waveform inversion, A non-monotone linear search algorithm with mixed direction on Stiefel manifold, Gradient methods exploiting spectral properties, A Modified Nonmonotone Hestenes–Stiefel Type Conjugate Gradient Methods for Large-Scale Unconstrained Problems, Unnamed Item, Fast Minimization of Region-Based Active Contours Using the Shape Hessian of the Energy, Nonmonotone Self-adaptive Levenberg–Marquardt Approach for Solving Systems of Nonlinear Equations, A Modified PRP Conjugate Gradient Algorithm with Trust Region for Optimization Problems, New BFGS method for unconstrained optimization problem based on modified Armijo line search, Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems, A new nonmonotone line search technique for unconstrained optimization, A derivative-free PRP method for solving large-scale nonlinear systems of equations and its global convergence, Unnamed Item, Second-order adjoints for solving PDE-constrained optimization problems, A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP, Low-Rank Spectral Optimization via Gauge Duality, Search Direction Correction with Normalized Gradient Makes First-Order Methods Faster, Convergence of a nonmonotone projected gradient method for nonconvex multiobjective optimization, A projected gradient method for optimization over density matrices, A nonmonotone line search for the LBFGS method in parabolic optimal control problems, A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem, On the differentiability check in gradient sampling methods, An efficient adaptive trust-region method for systems of nonlinear equations, A nonmonotone line search method and its convergence for unconstrained optimization, $L_p$-norm Regularization Algorithms for Optimization Over Permutation Matrices, A nonmonotone smoothing Newton method for circular cone programming, Assessing the potential of interior point barrier filter line search methods: nonmonotoneversusmonotone approach, Nonmonotone conic trust region method with line search technique for bound constrained optimization, Riemannian Optimization on the Symplectic Stiefel Manifold, A Proximal Gradient Method for Ensemble Density Functional Theory, A BFGS trust-region method with a new nonmonotone technique for nonlinear equations, An effective trust-region-based approach for symmetric nonlinear systems, A Modified Hestenes-Stiefel Conjugate Gradient Algorithm for Large-Scale Optimization, AN IMPROVED ADAPTIVE TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION, A superlinearly convergent nonmonotone quasi-Newton method for unconstrained multiobjective optimization, Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property, Two preprocessing algorithms for climate time series, Unnamed Item, A memory gradient method for non-smooth convex optimization, Multiscale Nonrigid Point Cloud Registration Using Rotation-Invariant Sliced-Wasserstein Distance via Laplace--Beltrami Eigenmap, Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation, Extended Dai-Yuan conjugate gradient strategy for large-scale unconstrained optimization with applications to compressive sensing, A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS, A nonmonotone scaled conjugate gradient algorithm for large-scale unconstrained optimization, A Spectral Gradient Projection Method for the Positive Semi-definite Procrustes Problem
Uses Software
