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A nonmonotone adaptive trust region method and its convergence
Zhang, JL; Zhang, XS
2003-05-01
Source PublicationCOMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN0898-1221
Volume45Issue:10-11Pages:1469-1477
AbstractIn 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. (C) 2003 Elsevier Science Ltd. All rights reserved.
Keywordtrust region method unconstrained optimization global convergence superlinear convergence nonmonotone linesearch technique
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000183601900001
PublisherPERGAMON-ELSEVIER SCIENCE LTD
Citation statistics
Cited Times:27[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/18125
Collection中国科学院数学与系统科学研究院
Affiliation1.Tsing Hua Univ, Sch Econ & Management, Beijing 100084, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Zhang, JL,Zhang, XS. A nonmonotone adaptive trust region method and its convergence[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS,2003,45(10-11):1469-1477.
APA Zhang, JL,&Zhang, XS.(2003).A nonmonotone adaptive trust region method and its convergence.COMPUTERS & MATHEMATICS WITH APPLICATIONS,45(10-11),1469-1477.
MLA Zhang, JL,et al."A nonmonotone adaptive trust region method and its convergence".COMPUTERS & MATHEMATICS WITH APPLICATIONS 45.10-11(2003):1469-1477.
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