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A nonmonotone trust-region method of conic model for unconstrained optimization
- Source :
-
Journal of Computational & Applied Mathematics . Oct2008, Vol. 220 Issue 1/2, p119-128. 10p. - Publication Year :
- 2008
-
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]
Details
- Language :
- English
- ISSN :
- 03770427
- Volume :
- 220
- Issue :
- 1/2
- Database :
- Academic Search Index
- Journal :
- Journal of Computational & Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 33528451
- Full Text :
- https://doi.org/10.1016/j.cam.2007.07.038