A new nonmonotone trust-region method of conic model for solving unconstrained optimization

被引：11
|
作者：
Ji, Ying [1 ,2 ]
Li, Yijun [2 ]
Zhang, Kecun [3 ]
Zhang, Xinli [3 ]
机构：
[1] Harbin Inst Technol, Acad Fundamental & Interdisciplinary Sci, Harbin 150080, Peoples R China
[2] Harbin Inst Technol, Sch Management, Harbin 150080, Peoples R China
[3] Xi An Jiao Tong Univ, Fac Sci, Xian 710049, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2010年 / 233卷 / 08期
关键词：
Unconstrained optimization; Trust-region method; Nonmonotone; Convergence; Conic model; LINE SEARCH TECHNIQUE;
D O I：
10.1016/j.cam.2009.09.011
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present a new nonmonotone trust-region method of conic model for solving unconstrained optimization problems. Both the local and global convergence properties are analyzed under reasonable assumptions. Numerical experiments are conducted to compare this method with some existed ones which indicate that the new method is efficient. (C) 2009 Elsevier B.V. All rights reserved.
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页码：1746 / 1754
页数：9
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