A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values (Q2475129)
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| English | A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values |
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A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values (English)
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10 March 2008
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The authors develop a new nonmonotone trust region method for the numerical solution of smooth unconstrained optimization problems, by combining the method proposed by \textit{H. Zhang} and \textit{W. W. Hager} [SIAM J. Optim. 14, No. 4, 1043--1056 (2004; Zbl 1073.90024)] with the trust region method. Under certain appropriate assumptions, the global convergence and also the superlinear convergence of the proposed algorithm is established. Its efficiency is then tested by numerical experiments.
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smooth unconstrained optimization
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nonmonotone line search
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nonmonotone trust region method
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global convergence
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superlinear convergence
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algorithm
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numerical experiments
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