A non-monotone trust region method
Journal Title: Scholars Bulletin - Year 2016, Vol 2, Issue 1
Abstract
Abstract: In this paper, we propose a non-monotone trust region algorithm based on conic model for unconstrained optimization problems. The method combines a non-monotone technique and a trust region method. Different from the usual trust region methods, the sub-problem of our new algorithm is the conic minimization sub-problem. The theoretical analysis indicates that the new method has the global convergence under some reasonable conditions. Keywords: non-monotone technique; trust region method; line search; unconstrained optimization; conic model; global convergence.
Authors and Affiliations
Liran Yang, Qinghua Zhou
Keywords
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