Displaying similar documents to “A conjugate gradient method for unconstrained optimization problems.”

Convergence analysis of adaptive trust region methods

Zhen-Jun Shi, Xiang-Sun Zhang, Jie Shen (2007)

RAIRO - Operations Research

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In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, super-linear and...

A self-adaptive trust region method for the extended linear complementarity problems

Zhensheng Yu, Qiang Li (2009)

Applications of Mathematics

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By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established...

Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint

Hoai An Le Thi, Mohand Ouanes (2006)

RAIRO - Operations Research

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The purpose of this paper is to demonstrate that, for globally minimize one dimensional nonconvex problems with both twice differentiable function and constraint, we can propose an efficient algorithm based on Branch and Bound techniques. The method is first displayed in the simple case with an interval constraint. The extension is displayed afterwards to the general case with an additional nonconvex twice differentiable constraint. A quadratic bounding function which is better than...