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Accelerated Line-search and Trust-region Methods

✍ Scribed by Absil, P.-A.; Gallivan, K. A.


Book ID
118182599
Publisher
Society for Industrial and Applied Mathematics
Year
2009
Tongue
English
Weight
298 KB
Volume
47
Category
Article
ISSN
0036-1429

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A nonmonotone conic trust region method
✍ Shao-Jian Qu; Qing-Pu Zhang; Yue-Ting Yang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 675 KB

In this paper, we present a nonmonotone conic trust region method based on line search technique for unconstrained optimization. The new algorithm can be regarded as a combination of nonmonotone technique, line search technique and conic trust region method. When a trial step is not accepted, the me