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.
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页码：927 / 932
页数：6
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