A nonmonotone trust-region method of conic model for unconstrained optimization
type: Item
instance of: scholarly article
title: A nonmonotone trust-region method of conic model for unconstrained optimization
zbMATH Open document ID: 1151.65055
author: Shaojian Qu
author: Kecun Zhang
author: Jian Zhang
published in: Journal of Computational and Applied Mathematics
publication date: 2008-08-22T00:00:00Z
review text: The authors study a non-monotone trust-region method for solving the general unconstrained optimization problem. In the first section they outline the background for this approach, namely the trust-region methods of quadratic model and monotone trust-region methods. In the second section, the main algorithm is presented, which consists of a non-monotone trust-region algorithm based on the conic model. The algorithm is further studied in the third section where the convergence properties are examined and several relevant theorems are proven. The article concludes with a section containing the results of numerical experimentation and a list of relevant references.
reviewed by: Efstratios Rappos
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 5315388
zbMATH Keywords: unconstrained optimization
zbMATH Keywords: trust-region method
zbMATH Keywords: conic model
zbMATH Keywords: nonmonotone technique
zbMATH Keywords: numerical examples
describes a project that uses: minpack
MaRDI profile type: Publication
full work available at URL: j.cam.2007.07.038
OpenAlex ID: W2119994280
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DOI: 10.1016/J.CAM.2007.07.038
description: scientific article; zbMATH DE number 5315388