Article ID Journal Published Year Pages File Type
4631831 Applied Mathematics and Computation 2010 8 Pages PDF
Abstract

In this paper, a nonmonotone trust region algorithm for unconstrained optimization problems is presented. In the algorithm, a kind of nonmonotone technique, which is evidently different from Grippo, Lampariello and Lucidi’s approach, is used. Under mild conditions, global and local convergence results of the algorithm are established. Preliminary numerical results show that the new algorithm is efficient.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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