A nonmonotone adaptive trust region method for unconstrained optimization based on conic model |
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| Authors: | Jian Zhang Kecun Zhang Shaojian Qu |
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| Affiliation: | Faculty of Science, Xi’an Jiaotong University, P.O. Box 2325, Xi’an 710049, PR China |
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| Abstract: | In this paper, we present a nonmonotone adaptive trust region method for unconstrained optimization based on conic model. The new method combines nonmonotone technique and a new way to determine trust region radius at each iteration. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments show that our algorithm is effective. |
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| Keywords: | Unconstrained optimization Trust region method Conic model Nonmonotone technique Adaptive |
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