Nonmonotone adaptive trust-region method for unconstrained optimization problems

被引：54

作者：

Fu, JH ^{[1
]}

Sun, WY ^{[1
]}

机构：

[1] Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2005年 / 163卷 / 01期

基金：

中国国家自然科学基金;

关键词：

trust region method; unconstrained optimization; global convergence; superlinear convergence; nonmonotone methods;

D O I：

10.1016/j.amc.2004.02.011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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. (C) 2004 Elsevier Inc. All rights reserved.

引用

页码：489 / 504

页数：16

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