Nonmonotone trust region algorithm for unconstrained optimization problems |
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| Authors: | Wu Qing-jun |
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| Affiliation: | Department of Mathematics and Computer Science, Yulin Normal University, Yulin, Guangxi 537000, China |
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| 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. |
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| Keywords: | Trust region method Unconstrained optimization Nonmonotone technique Global convergence Superlinear convergence |
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