A class of nonmonotone trust region algorithms for unconstrained optimization problems

被引:0
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作者
Xiaowu Ke
Jiye Han
机构
[1] Beijing Normal University,Department of Mathematics
[2] Chinese Academy of Sciences,Institute of Applied Mathematics
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关键词
nonmonotone; trust region algorithm; global convergence; Q-quadratic convergence; unconstrained optimization;
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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:5
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