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Persistent link: https://www.econbiz.de/10012113745
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...
Persistent link: https://www.econbiz.de/10009366027
In this paper, we propose a new sequential systems of linear equations (SSLE) filter algorithm, which is an infeasible QP-free method. The new algorithm needs to solve a few reduced systems of linear equations with the same nonsingular coefficient matrix, and after finitely many iterations, only...
Persistent link: https://www.econbiz.de/10009141317