A new non-monotone trust region method based on simple quadratic models
Journal Title: Scholars Bulletin - Year 2015, Vol 1, Issue 3
Abstract
Abstract: In this paper, we propose a non-monotone trust region method for solving unconstrained optimization problem. Unlike the traditional trust region methods, our new algorithm is simple by combining non-monotone strategy with a scale approximation of the objective function’s Hessian. Theoretical analysis indicates that the new method preserves the global convergence under some mild conditions. Keywords: non-monotone trust region method; unconstrained optimization; global convergence
Authors and Affiliations
Liran Yang, Qinghua Zhou, Weili Zheng
Keywords
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