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- Title
A class of nonmonotone trust region algorithm for solving unconstrained nonlinear optimization problems.
- Authors
Fulan Ye; Yang You; Zhen Chen; Baoguo Chen
- Abstract
Based on the nonmonotone line search technique proposed by Gu and Mo a nonmonotone trust region algorithm is proposed for solving unconstrained nonlinear optimization problems. The new algorithm is resets the ratioρk for evaluating whether the trial step dk is acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective.
- Subjects
STOCHASTIC convergence; NUMERICAL analysis; APPROXIMATION algorithms; PARAMETER estimation; COMPUTATIONAL statistics
- Publication
ScienceAsia, 2018, Vol 44, Issue 1, p27
- ISSN
1513-1874
- Publication type
Article
- DOI
10.2306/scienceasia1513-1874.2018.44.027