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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Computing 53 (1994), S. 119-136 
    ISSN: 1436-5057
    Keywords: 90C30 ; 65K05 ; Unconstrained optimization ; trust region method ; nonmonotone stabilization method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Für das nichtrestringierte Optimierungsproblem wird eine neue Klasse von Trust-Region-Verfahren vorgestellt, die mit einer nichtmonotonen Stabilisierungsstrategie arbeiten. Die Konvergenzeigenschaften dieser Verfahren werden unter gewissen Regularitätsannahmen untersucht. Umfangreiche numerische Beispiele zeigen die hohe Effizienz dieser Verfahren.
    Notes: Abstract A class of trust region methods in unconstrained optimization is presented, by adopting a nonmonotone stabilization strategy. Under some regularity conditions, the convergence properties of these methods are discussed. Extensive numerical results which are reported show that these methods are very efficient.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 76 (1993), S. 259-285 
    ISSN: 1573-2878
    Keywords: Unconstrained optimization ; trust region method ; nonmonotone method ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A nonmonotonic trust region method for unconstrained optimization problems is presented. Although the method allows the sequence of values of the objective function to be nonmonotonic, convergence properties similar to those for the usual trust region method are proved under certain conditions, including conditions on the approximate solutions to the subproblem. To make the solution satisfy these conditions, an algorithm to solve the subproblem is also established. Finally, some numerical results are reported which show that the nonmonotonic trust region method is superior to the usual trust region method according to both the number of gradient evaluations and the number of function evaluations.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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