An improved nonmonotone adaptive trust region method
Yanqin Xue; Hongwei Liu; Zexian Liu
Applications of Mathematics (2019)
- Volume: 64, Issue: 3, page 335-350
- ISSN: 0862-7940
Access Full Article
topAbstract
topHow to cite
topReferences
top- Ahookhosh, M., Amini, K., 10.1016/j.camwa.2010.04.034, Comput. Math. Appl. 60 (2010), 411-422. (2010) Zbl1201.90184MR2665646DOI10.1016/j.camwa.2010.04.034
- Ahookhosh, M., Amini, K., 10.1007/s11075-011-9502-5, Numer. Algorithms 59 (2012), 523-540. (2012) Zbl1243.65066MR2892563DOI10.1007/s11075-011-9502-5
- Andrei, N., An unconstrained optimization test functions collection, Adv. Model. Optim. 10 (2008), 147-161. (2008) Zbl1161.90486MR2424936
- Andrei, N., 10.1016/j.ejor.2009.11.030, Eur. J. Oper. Res. 204 (2010), 410-420. (2010) Zbl1189.90151MR2587869DOI10.1016/j.ejor.2009.11.030
- Chamberlain, R. M., Powell, M. J. D., Lemarechal, C., Pedersen, H. C., 10.1007/BFb0120945, Math. Program. Study 16 (1982), 1-17. (1982) Zbl0477.90072MR0650626DOI10.1007/BFb0120945
- Conn, A. R., Gould, N. I. M., Toint, P. L., /10.1137/1.9780898719857, MPS/SIAM Series on Optimization, Society for Industrial and Applied Mathematics; Mathematical Programming Society, Philadelphia (2000). (2000) Zbl0958.65071MR1774899DOI/10.1137/1.9780898719857
- Deng, N. Y., Xiao, Y., Zhou, F. J., 10.1007/BF00939608, J. Optimization Theory Appl. 76 (1993), 259-285. (1993) Zbl0797.90088MR1203903DOI10.1007/BF00939608
- Dolan, E. D., Moré, J. J., 10.1007/s101070100263, Math. Program. 91 (2002), 201-213. (2002) Zbl1049.90004MR1875515DOI10.1007/s101070100263
- Fan, J.-Y., Yuan, Y.-X., A new trust region algorithm with trust region radius converging to zero, Proceedings of the 5th International Conference on Optimization: Techniques and Applications Hong Kong (2001), 786-794. (2001) MR3522937
- Gould, N. I. M., Orban, D., Toint, P. L., 10.1145/962437.962439, ACM Trans. Math. Softw. 29 (2003), 373-394. (2003) Zbl1068.90526DOI10.1145/962437.962439
- Grippo, L., Lampariello, F., Lucidi, S., 10.1137/0723046, SIAM J. Numer. Anal. 23 (1986), 707-716. (1986) Zbl0616.65067MR0849278DOI10.1137/0723046
- Kamandi, A., Amini, K., Ahookhosh, M., 10.1007/s11590-016-1018-4, Optim. Lett. 11 (2017), 555-569. (2017) Zbl1367.90102MR3610242DOI10.1007/s11590-016-1018-4
- Li, D., Fukushima, M., 10.1016/S0377-0427(00)00540-9, J. Comput. Appl. Math. 129 (2001), 15-35. (2001) Zbl0984.65055MR1823208DOI10.1016/S0377-0427(00)00540-9
- Maratos, N., Exact penalty function algorithms for finite dimensional and control optimization problems, Ph.D. Thesis, University of London, London (1978). (1978)
- Marquardt, D. W., 10.1137/0111030, J. Soc. Ind. Appl. Math. 11 (1963), 431-441. (1963) Zbl0112.10505MR0153071DOI10.1137/0111030
- Peyghami, M. R., Tarzanagh, D. A., 10.1007/s10589-015-9726-8, Comput. Optim. Appl. 61 (2015), 321-341. (2015) Zbl1326.90081MR3349838DOI10.1007/s10589-015-9726-8
- Powell, M. J. D., 10.1016/B978-0-12-597050-1.50006-3, Nonlinear Programming, Proceedings of a Symposium Conducted by the Mathematics Research Center Academic Press, New York (1970), 31-65. (1970) Zbl0228.90043MR0272162DOI10.1016/B978-0-12-597050-1.50006-3
- Rezaee, S., Babaie-Kafaki, S., 10.1080/10556788.2017.1364738, Optim. Methods Softw. 34 (2019), 264-277. (2019) Zbl07024419MR3909020DOI10.1080/10556788.2017.1364738
- Shi, Z.-J., Guo, J., 10.1007/s10589-007-9099-8, Comput. Optim. Appl. 41 (2008), 225-242. (2008) Zbl1216.90086MR2447894DOI10.1007/s10589-007-9099-8
- Sun, W., 10.1016/j.amc.2003.07.008, Appl. Math. Comput. 156 (2004), 159-174. (2004) Zbl1059.65055MR2087420DOI10.1016/j.amc.2003.07.008
- Sun, W., Yuan, Y., 10.1007/b106451, Springer Optimization and Its Applications 1, Springer, New York (2006). (2006) Zbl1129.90002MR2232297DOI10.1007/b106451
- Winfield, D., 10.1093/imamat/12.3.339, J. Inst. Math. Appl. 12 (1973), 339-347. (1973) Zbl0274.90060MR0329263DOI10.1093/imamat/12.3.339
- Zhang, J.-L., Zhang, X.-S., 10.1016/S0898-1221(03)00130-5, Comput. Math. Appl. 45 (2003), 1469-1477. (2003) Zbl1065.90071MR1992076DOI10.1016/S0898-1221(03)00130-5
- Zhang, X., Zhang, J., Liao, L., 10.1360/02ys9067, Sci. China, Ser. A 45 (2002), 620-631. (2002) Zbl1105.90361MR1911178DOI10.1360/02ys9067