An improved adaptive trust-region algorithm

DOI10.1007/s11590-016-1018-4zbMath1367.90102OpenAlexW2275616251MaRDI QIDQ519772

Keyvan Amini, Masoud Ahookhosh, Ahmad Kamandi

Publication date: 5 April 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1018-4

zbMATH Keywords

unconstrained optimizationglobal convergencetrust-region methodadaptive radius technique

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (4)

A new nonmonotone adaptive trust region algorithm. ⋮ A new trust region–sequential quadratic programming approach for nonlinear systems based on nonlinear model predictive control ⋮ An effective adaptive trust region algorithm for nonsmooth minimization ⋮ An improved nonmonotone adaptive trust region method.

Uses Software

• CUTEst

Cites Work

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• A Note on Trust-Region Radius Update
• A modified BFGS method and its global convergence in nonconvex minimization
• Benchmarking optimization software with performance profiles.

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