Nonmonotonic projected algorithm with both trust region and line search for constrained optimization

Detong Zhu

doi:10.1016/s0377-0427(99)00327-1

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Nonmonotonic projected algorithm with both trust region and line search for constrained optimization

Detong Zhu

Year: 2000 Journal: Journal of Computational and Applied Mathematics Vol: 117 (1)Pages: 35-60 Publisher: Elsevier BV

DOI: 10.1016/s0377-0427(99)00327-1

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Keywords:

Trust region Hessian matrix Line search Mathematics Convergence (economics) Mathematical optimization Function (biology) Penalty method Algorithm Line (geometry) Local search (optimization) Computer science Applied mathematics

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Advanced Optimization Algorithms Research

Physical Sciences → Mathematics → Numerical Analysis

Adaptive optics and wavefront sensing

Physical Sciences → Physics and Astronomy → Atomic and Molecular Physics, and Optics

Optical Wireless Communication Technologies

Physical Sciences → Engineering → Electrical and Electronic Engineering

Nonmonotonic projected algorithm with both trust region and line search for constrained optimization

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