A new non-monotone self-adaptive trust region method for unconstrained optimization
Journal Title: Scholars Journal of Engineering and Technology - Year 2015, Vol 3, Issue 6
Abstract
In this paper, we consider a novel non-monotone self-adaptive trust region method for solving unconstrained optimization problem. Unlike the usual trust region methods, our proposed the new algorithm does not only uses current iterative but also the previous information to update the trust region radius at each iteration. The global convergence of the algorithm is established under some reasonable assumptions. Keywords: non-monotone strategy; self-adaptive trust region method; unconstrained optimization; global convergence.
Authors and Affiliations
Baowei Liu
Keywords
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