Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained ...

BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...

In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with multiplier method to convert ...

Conjugate gradient methods form a class of iterative algorithms that are highly effective for solving large‐scale unconstrained optimisation problems. They achieve efficiency by constructing search ...