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This paper presents a hybrid ODE-based method for unconstrained optimization problems, which combines the idea of IMPBOT with the subspace technique and a fixed step-length. The main characteristic of this method is that at each iteration, a lower dimensional system of linear equations is solved...
Persistent link: https://www.econbiz.de/10010847443
Recently, conjugate gradient methods, which usually generate descent search directions, are useful for large-scale optimization. Narushima et al. (SIAM J Optim 21:212–230, <CitationRef CitationID="CR22">2011</CitationRef>) have proposed a three-term conjugate gradient method which satisfies a sufficient descent condition. We extend this...</citationref>
Persistent link: https://www.econbiz.de/10011151822
Conjugate gradient methods are efficient to minimize differentiable objective functions in large dimension spaces. Recently, Dai and Yuan introduced a tree-parameter family of nonlinear conjugate gradient methods and show their convergence. However, line search strategies usually bring...
Persistent link: https://www.econbiz.de/10005050659
In this paper, we present a new trust region method for unconstrained nonlinear programming in which we blend adaptive trust region algorithm by non-monotone strategy to propose a new non-monotone trust region algorithm with automatically adjusted radius. Both non-monotone strategy and adaptive...
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The conjugate gradient method is widely used in unconstrained optimization, especially for large-scale problems. Recently, Zhang et al. proposed a three-term PRP method (TTPRP) and a three-term HS method (TTHS), both of which can produce sufficient descent conditions. In this paper, the global...
Persistent link: https://www.econbiz.de/10010660899
In this paper, we present an adaptive trust region method for solving unconstrained optimization problems which combines nonmonotone technique with a new update rule for the trust region radius. At each iteration, our method can adjust the trust region radius of related subproblem. We construct...
Persistent link: https://www.econbiz.de/10010600750
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