کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4642444 | 1341343 | 2007 | 12 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values](/preview/png/4642444.png)
In this paper we propose a nonmonotone trust region method. Unlike traditional nonmonotone trust region method, the nonmonotone technique applied to our method is based on the nonmonotone line search technique proposed by Zhang and Hager [A nonmonotone line search technique and its application to unconstrained optimization, SIAM J. Optim. 14(4) (2004) 1043–1056] instead of that presented by Grippo et al. [A nonmonotone line search technique for Newton's method, SIAM J. Numer. Anal. 23(4) (1986) 707–716]. So the method requires nonincreasing of a special weighted average of the successive function values. Global and superlinear convergence of the method are proved under suitable conditions. Preliminary numerical results show that the method is efficient for unconstrained optimization problems.
Journal: Journal of Computational and Applied Mathematics - Volume 209, Issue 1, 1 December 2007, Pages 97–108