An efficient nonmonotone trust-region method for unconstrained optimization (Q411524): Difference between revisions

The following unconstrained optimization problem is considered: \[ \min f(x),\qquad\text{subject to }x\in\mathbb{R}^n, \] where \(f\) is a twice continuously differentiable function. The authors propose a new nonmonotone strategy and exploit it in trust-region framework to introduce an efficient procedure to solve this unconstrained optimization problem. Numerical results are given.