A Nonmonotonic Trust Region Algorithm with Line Search for Unconstrained Optimization
Author(s): MO Jiang-tao, YAN Shi-cui, LIU Chun-yan
Pages: 96-101,108
Year: 2006 Issue: 2
Journal: GUANGXI SCIENCES
Keyword: unconstrained optimization; nonmonotonic trust region; line search; global convergence; Q-quadratic convergence;
Abstract: Combining trust region and line search with nonmonotone technique,we give a nonmonotone trust region method for unconstrained optimization.Under suitable conditions,the global convergence and Q-quadratic convergence of our algorithm are well proved.When the trial step is not accepted,we get the next iterative point by nonmonotone line search technique.Unlike traditional nonmonotone algorithms,our method can avoid the possibility that the reference function value used to generate non-monotonicity may be much larger than the real function value.Primary numerical results show that this algorithm is efficient.
Pages: 96-101,108
Year: 2006 Issue: 2
Journal: GUANGXI SCIENCES
Keyword: unconstrained optimization; nonmonotonic trust region; line search; global convergence; Q-quadratic convergence;
Abstract: Combining trust region and line search with nonmonotone technique,we give a nonmonotone trust region method for unconstrained optimization.Under suitable conditions,the global convergence and Q-quadratic convergence of our algorithm are well proved.When the trial step is not accepted,we get the next iterative point by nonmonotone line search technique.Unlike traditional nonmonotone algorithms,our method can avoid the possibility that the reference function value used to generate non-monotonicity may be much larger than the real function value.Primary numerical results show that this algorithm is efficient.
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