Nonmonotone adaptive trust-region method for unconstrained optimization problems

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摘要

In this paper, an adaptive trust region method with nonmonotone technique for unconstrained optimization problems is presented and analyzed. The global and local convergence results of the algorithm are established. Numerical results show that the new method is efficient.

论文关键词:Trust region method,Unconstrained optimization,Global convergence,Superlinear convergence,Nonmonotone methods

论文评审过程:Available online 6 May 2004.

论文官网地址:https://doi.org/10.1016/j.amc.2004.02.011