A nonmonotone trust region method based on simple conic models for unconstrained optimization
A new nonmonotone trust region algorithm with simple conic models for unconstrained optimization is proposed. Compared to traditional conic trust region methods, the new method needs less memory capacitance and computational complexity. The global convergence and fast local convergence rate of the p...
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| Veröffentlicht in: | Applied mathematics and computation 2013-12, Vol.225, p.295-305 |
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| container_end_page | 305 |
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| container_title | Applied mathematics and computation |
| container_volume | 225 |
| creator | Zhou, Qunyan Zhou, Fen Cao, Fengxue |
| description | A new nonmonotone trust region algorithm with simple conic models for unconstrained optimization is proposed. Compared to traditional conic trust region methods, the new method needs less memory capacitance and computational complexity. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Numerical tests indicate that the new algorithm is efficient and robust. |
| doi_str_mv | 10.1016/j.amc.2013.09.038 |
| format | Article |
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Numerical tests indicate that the new algorithm is efficient and robust.</description><subject>Algorithms</subject><subject>Capacitance</subject><subject>Computation</subject><subject>Conics</subject><subject>Convergence</subject><subject>Global convergence</subject><subject>Mathematical analysis</subject><subject>Mathematical models</subject><subject>Nonmonotone trust region method</subject><subject>Optimization</subject><subject>Simple conic model</subject><subject>Unconstrained optimization</subject><issn>0096-3003</issn><issn>1873-5649</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2013</creationdate><recordtype>article</recordtype><recordid>eNp9kE1LxDAQhoMouH78AG85emlNmrRJ8LQsfsGCFz1KSNOpZmmTmqSC_nq7rGdPwwzP-8I8CF1RUlJCm5tdaUZbVoSykqiSMHmEVlQKVtQNV8doRYhqCkYIO0VnKe0IIaKhfIXe1tgHPwYfcvCAc5xTxhHeXfB4hPwROtyaBB1e9uTGaQBsg3cWj6GDIeE-RDz75ZRyNM7vwSm70f2YvFRcoJPeDAku_-Y5er2_e9k8Ftvnh6fNeltYxkguKi6gFbXpO2BS8pa2ohJKqhoaWlWtMsJYpqhpDJdUcspq3sm24nVlmWgUY-fo-tA7xfA5Q8p6dMnCMBgPYU6a1pRxzhWVC0oPqI0hpQi9nqIbTfzWlOi9Sr3Ti0q9V6mJ0ovKJXN7yCwfw5eDqJN14C10LoLNugvun_QvIeV8bg</recordid><startdate>20131201</startdate><enddate>20131201</enddate><creator>Zhou, Qunyan</creator><creator>Zhou, Fen</creator><creator>Cao, Fengxue</creator><general>Elsevier Inc</general><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>7TB</scope><scope>8FD</scope><scope>FR3</scope><scope>JQ2</scope><scope>KR7</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope></search><sort><creationdate>20131201</creationdate><title>A nonmonotone trust region method based on simple conic models for unconstrained optimization</title><author>Zhou, Qunyan ; Zhou, Fen ; Cao, Fengxue</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c330t-247eb75afde3884b1b7279895e6122b9a7ac391a6a481841354d8b2452c376933</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2013</creationdate><topic>Algorithms</topic><topic>Capacitance</topic><topic>Computation</topic><topic>Conics</topic><topic>Convergence</topic><topic>Global convergence</topic><topic>Mathematical analysis</topic><topic>Mathematical models</topic><topic>Nonmonotone trust region method</topic><topic>Optimization</topic><topic>Simple conic model</topic><topic>Unconstrained optimization</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Zhou, Qunyan</creatorcontrib><creatorcontrib>Zhou, Fen</creatorcontrib><creatorcontrib>Cao, Fengxue</creatorcontrib><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Civil Engineering Abstracts</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>Applied mathematics and computation</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Zhou, Qunyan</au><au>Zhou, Fen</au><au>Cao, Fengxue</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A nonmonotone trust region method based on simple conic models for unconstrained optimization</atitle><jtitle>Applied mathematics and computation</jtitle><date>2013-12-01</date><risdate>2013</risdate><volume>225</volume><spage>295</spage><epage>305</epage><pages>295-305</pages><issn>0096-3003</issn><eissn>1873-5649</eissn><abstract>A new nonmonotone trust region algorithm with simple conic models for unconstrained optimization is proposed. 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| ispartof | Applied mathematics and computation, 2013-12, Vol.225, p.295-305 |
| issn | 0096-3003 1873-5649 |
| language | eng |
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| source | ScienceDirect Journals (5 years ago - present) |
| subjects | Algorithms Capacitance Computation Conics Convergence Global convergence Mathematical analysis Mathematical models Nonmonotone trust region method Optimization Simple conic model Unconstrained optimization |
| title | A nonmonotone trust region method based on simple conic models for unconstrained optimization |
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