A class of nonmonotone stabilization trust region methods
type: Item
instance of: scholarly article
title: A class of nonmonotone stabilization trust region methods
zbMATH Open document ID: 0834.90127
DOI: 10.1007/BF02252985
author: V. Pereyra
published in: Computing
publication date: 1994-11-08T00:00:00Z
review text: The authors present a general scheme for solving the unconstrained minimization problem `\(\min f(x)\)', \(x\in \mathbb{R}^n\), where \(f\) is a continuously differentiable function from \(\mathbb{R}^m\) to \(\mathbb{R}\). This scheme combines the nonmonotone trust region idea with the watchdog technique. Under certain conditions, one proves some convergence properties of this scheme. Extensive numerical results which are reported show that these methods are very efficient as regarding the numbers of iterations and function evaluations.
reviewed by: Eugenia Duca
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 683320
zbMATH Keywords: unconstrained minimization
zbMATH Keywords: nonmonotone trust region
zbMATH Keywords: watchdog technique
describes a project that uses: minpack
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 683320