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1. A nonmonotone adaptive trust region method and its convergence

Author

Zhang, Ju-Liang and Zhang, Xiang-Sun

Subjects
*ALGORITHMS, *MATHEMATICAL optimization, *SIMULATION methods & models, *MATHEMATICAL analysis, *NUMERICAL analysis
Abstract

In this paper, we combine the new trust region subproblem proposed in [1] with the nonmonotone technique to propose a new algorithm for unconstrained optimization—the nonmonotone adaptive trust region method. The local and global convergence properties of the nonmonotone adaptive trust region method are proved. Its efficiency is tested by numerical results. [Copyright &y& Elsevier]

Published
2003
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