A nonmonotone adaptive trust region method and its convergence

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	A nonmonotone adaptive trust region method and its convergence
	Zhang, JL ; Zhang, XS
	2003-05-01
发表期刊	COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN	0898-1221
卷号	45 期号:10-11 页码:1469-1477
摘要	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. (C) 2003 Elsevier Science Ltd. All rights reserved.
关键词	trust region method unconstrained optimization global convergence superlinear convergence nonmonotone linesearch technique
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000183601900001
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18125
专题	应用数学研究所
通讯作者	Zhang, JL
作者单位	1.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
推荐引用方式 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.