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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.

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