1. A nonmonotone trust-region method of conic model for unconstrained optimization
- Author
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Qu, Shao-Jian, Zhang, Ke-Cun, and Zhang, Jian
- Subjects
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MATHEMATICAL models , *MATHEMATICAL optimization , *MATHEMATICAL inequalities , *MATHEMATICAL analysis , *STOCHASTIC convergence - Abstract
Abstract: In this paper, we present a nonmonotone trust-region method of conic model for unconstrained optimization. The new method combines a new trust-region subproblem of conic model proposed in [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and inequality 4 constrains via active-set strategy, Appl. Math. Comput. 183 (2006) 217–231] with a nonmonotone technique for solving unconstrained optimization. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments are conducted to compare this method with the method of [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and inequality 4 constrains via active-set strategy, Appl. Math. Comput. 183 (2006) 217–231]. [Copyright &y& Elsevier]
- Published
- 2008
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