A new nonmonotone adaptive trust region method based on simple quadratic models |
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Authors: | Qunyan Zhou Chun Zhang |
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Affiliation: | 1. School of Mathematics and Physics, Jiangsu Teachers University of Technology, Changzhou, 213001, China 2. Institute of Science, PLA University of Science and Technology, Nanjing, 211101, China
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Abstract: | Based on simple quadratic models of the trust region subproblem, we combine the trust region method with the nonmonotone and adaptive techniques to propose a new nonmonotone adaptive trust region algorithm for unconstrained optimization. Unlike traditional trust region method, our trust region subproblem is very simple by using a new scale approximation of the minimizing function??s Hessian. The new method needs less memory capacitance and computational complexity. The convergence results of the method are proved under certain conditions. Numerical results show that the new method is effective and attractive for large scale unconstrained problems. |
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