| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4631830 | Applied Mathematics and Computation | 2010 | 9 Pages |
Abstract
In this paper, we present a nonmonotone adaptive trust region method for unconstrained optimization based on conic model. The new method combines nonmonotone technique and a new way to determine trust region radius at each iteration. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments show that our algorithm is effective.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jian Zhang, Kecun Zhang, Shaojian Qu,