A class of nonmonotone trust region algorithms for unconstrained optimization problems

被引：12

作者：

Ke, XW ^{[1
]}

机构：

[1] Beijing Normal Univ, Dept Math, Beijing 100875, Peoples R China

[2] Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY | 1998年 / 41卷 / 09期

关键词：

nonmonotone; trust region algorithm; global convergence; Q-quadratic convergence; unconstrained optimization;

D O I：

10.1007/BF02880001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A class of nonmonotone trust region algorithms is presented for unconstrained optimizations. Under suitable conditions, the global and Q-quadratic convergences of the algorithm are proved. Several rules of choosing trial steps and trust region radii are also discussed.

引用

页码：927 / 932

页数：6

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