ICCOPT 2013 Talk, Auditorium B, Tuesday, July 30, 16:30-18:00

 Speaker: Sandra A. Santos, State University of Campinas (UNICAMP), Campinas, São Paulo, Brazil
 Title: An inexact and nonmonotone proximal method combining trust region and line search for unconstrained minimization
 Co-authors: Roberto C. M. Silva

 Abstract:
Scientific Program

A proximal point trust region line search (PPTRLS) algorithm is proposed for the smooth unconstrained minimization problem. At each iteration, the algorithm solves approximately a quadratic subproblem by a truncated Newton method with step length control. We have established (i) a rule for updating the proximal parameter; (ii) a nonmonotone criterion for accepting the iterate; (iii) a related scheme for updating the quadratic model. The global convergence analysis is presented, together with comparative numerical results that validate the proposed approach.


 Talk in: Organized Session Tue.C.AB Algorithms I
 Cluster: Nonlinear optimization


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