Title of article
A nonmonotone adaptive trust region method and its convergence
Author/Authors
Ju-Liang Zhang، نويسنده , , Xiangsun Zhang، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2003
Pages
9
From page
1469
To page
1477
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.
Keywords
Trust region method , Unconstrained optimization , global convergence , Nonmonotone linesearch technique , Superlinear convergence
Journal title
Computers and Mathematics with Applications
Serial Year
2003
Journal title
Computers and Mathematics with Applications
Record number
919530
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