A nonmonotone adaptive trust region method and its convergence |
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| Affiliation: | School of Economics and Management Tsinghua University Beijing, 100084, P.R. China;Institute of Applied Mathematics Academy of Mathematics and System Sciences Chinese Academy of Sciences, P.O. Box 2734 Beijing, 100080, P.R. China |
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| Abstract: | In this paper, we combine the new trust region subproblem proposed in 1] with the nonmonotone technique to propose a new algorithm for unconstrained optimization—the nonmonotone adaptive trust region method. The local and global convergence properties of the nonmonotone adaptive trust region method are proved. Its efficiency is tested by numerical results. |
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