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Published in 2018 at "Journal of Applied Mathematics and Computing"
DOI: 10.1007/s12190-017-1113-4
Abstract: Hybridizing monotone and nonmonotone approaches, we propose a modified trust region ratio in which more reasonable information is provided about consistency between the exact and the approximate models. Also, we employ an Armijo-type line search…
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Keywords:
line search;
trust region;
modified nonmonotone;
region ... See more keywords
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Published in 2017 at "Numerical Functional Analysis and Optimization"
DOI: 10.1080/01630563.2016.1232730
Abstract: ABSTRACT In this article, by slightly modifying the search direction of the nonmonotone Hestenes–Stiefel method, a variant Hestenes–Stiefel conjugate gradient method is proposed that satisfies the sufficient descent condition independent of any line search. This…
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Keywords:
hestenes stiefel;
modified nonmonotone;
nonmonotone hestenes;
stiefel type ... See more keywords
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Published in 2017 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-017-1453-5
Abstract: In this paper, a modified BFGS algorithm is proposed for unconstrained optimization. The proposed algorithm has the following properties: (i) a nonmonotone line search technique is used to obtain the step size αk$\alpha_{k}$ to improve…
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Keywords:
nonmonotone bfgs;
bfgs algorithm;
unconstrained optimization;
modified nonmonotone ... See more keywords