A NEW NONMONOTONE TRUST REGION ALGORITHM FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS

Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evalua...

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Bibliographic Details
Published inJournal of computational mathematics Vol. 32; no. 4; pp. 476 - 490
Main Authors Liu, Jinghui, Ma, Changfeng
Format Journal Article
LanguageEnglish
Published Chinese Academy of Mathematices and System Sciences (AMSS) Chinese Academy of Sciences 01.01.2014
Subjects
Algorithms
Data smoothing
Function values
Infinite sets
Integers
Mathematical minima
Newtons method
Objective functions
Property trusts
Ratios
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Summary:Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evaluating the trial step dk whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems.
ISSN:0254-9409
1991-7139
DOI:10.4208/jcm.1401-m3975