A non-monotone self-adaptive trust region method with line search for unconstrained optimization
Journal Title: Scholars Bulletin - Year 2015, Vol 1, Issue 5
Abstract
Abstract: In this paper, we propose a new non-monotone self-adaptive trust region method with line search for solving unconstrained optimization problem. Different from the usual trust region methods, our algorithm does not only use a non-monotone technique, but also use a new rule to update the trust region radius. We prove the global convergence of the new algorithm under some reasonable assumptions. Keywords: non-monotone strategy; self-adaptive trust region method; unconstrained optimization; line search; global convergence.
Authors and Affiliations
Liran Yang, Qinghua Zhou
Keywords
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