Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization (Q2258098)
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| English | Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization |
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Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization (English)
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2 March 2015
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The authors consider the following large scale unconstrained optimization problem \(\min_{x\in\mathbb R^n}f(x)\), where \(f\) is continuously differentiable. For this problem, a nonmonotone adaptive trust region method based on a simple conic model is proposed. The global convergence and \(Q\)-superlinear convergence of the given algorithm are established under mild conditions. Numerical results are presented.
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nonmonotone technique
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conic model
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trust region method
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large scale optimization
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global convergence
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superlinear convergence
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algorithm
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numerical result
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