scholarly journals ADMM ALGORITHM FOR TWO BLOCKS NONLINEAR CONSTRAINED NONCONVEX OPTIMIZATION

2021 ◽  
Vol 129 (1) ◽  
pp. 47-69
Author(s):  
Shan Zhang ◽  
Tong Su ◽  
Yaning Zhang
Keyword(s):  
Nonconvex Optimization ◽  
Admm Algorithm

scholarly journals A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization

2015 ◽  
Vol 2015 ◽  
pp. 1-8
Author(s):  
Yunlong Lu ◽  
Weiwei Yang ◽  
Wenyu Li ◽  
Xiaowei Jiang ◽  
Yueting Yang
Keyword(s):  
Nonconvex Optimization ◽  
Line Search ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Search Technique ◽  
Trust Region Algorithm ◽  
Unconstrained Optimization Problems ◽  
Line Search Technique ◽  
Self Adaptive

A new trust region method is presented, which combines nonmonotone line search technique, a self-adaptive update rule for the trust region radius, and the weighting technique for the ratio between the actual reduction and the predicted reduction. Under reasonable assumptions, the global convergence of the method is established for unconstrained nonconvex optimization. Numerical results show that the new method is efficient and robust for solving unconstrained optimization problems.

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