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Combining nonmonotone conic trust region and line search techniques for unconstrained optimization. (English) Zbl 1215.65107
The authors propose a trust region method for solving a general unconstrained optimization problem. After outlining the necessary background and an overview of the literature in the first section, they proceed to describe a new trust region algorithm which can be regarded as a combination of the conic model, non-monotone and line-search techniques. The third and fourth sections study the convergence properties of the proposed algorithm, whereas the last section presents the results of numerical experimentation using the proposed algorithm.

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
L-BFGS; minpack
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