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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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2. 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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