Nonmonotone trust region algorithm for unconstrained optimization problems

被引：7
|
作者：
Wu Qing-jun [1 ]
机构：
[1] Yulin Normal Univ, Dept Math & Comp Sci, Yulin 537000, Guangxi, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 217卷 / 08期
关键词：
Trust region method; Unconstrained optimization; Nonmonotone technique; Global convergence; Superlinear convergence; LINE SEARCH TECHNIQUE;
D O I：
10.1016/j.amc.2010.09.044
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a nonmonotone trust region algorithm for unconstrained optimization problems is presented. In the algorithm, a kind of nonmonotone technique, which is evidently different from Grippo, Lampariello and Lucidi's approach, is used. Under mild conditions, global and local convergence results of the algorithm are established. Preliminary numerical results show that the new algorithm is efficient. (C) 2010 Elsevier Inc. All rights reserved.
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页码：4274 / 4281
页数：8
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