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1. Nonmonotone trust region algorithm for unconstrained optimization problems

Author

Qing-jun, Wu

Subjects
*MONOTONE operators, *ALGORITHMS, *CONSTRAINED optimization, *GLOBAL analysis (Mathematics), *STOCHASTIC convergence, *MATHEMATICAL analysis
Abstract

Abstract: In this paper, a nonmonotone trust region algorithm for unconstrained optimization problems is presented. In the algorithm, a kind of nonmonotone technique, which is evidently different from Grippo, Lampariello and Lucidi’s approach, is used. Under mild conditions, global and local convergence results of the algorithm are established. Preliminary numerical results show that the new algorithm is efficient. [ABSTRACT FROM AUTHOR]

Published
2010
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