Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638667 | Journal of Computational and Applied Mathematics | 2014 | 9 Pages |
Abstract
In this paper, a new nonmonotone trust region algorithm with simple quadratic models is proposed. Unlike traditional nonmonotone trust region method, our trust region subproblem is very simple by using a new scale approximation of the minimizing function’s Hessian. The global convergence of the proposed algorithm is established under some reasonable conditions. Numerical tests on a set of large scale standard test problems are presented and show that the new algorithm is efficient and robust.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Qunyan Zhou, Jun Chen, Zhengwei Xie,