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A nonmonotone trust-region method of conic model for unconstrained optimization

✍ Scribed by Shao-Jian Qu; Ke-Cun Zhang; Jian Zhang

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
160 KB
Volume
220
Category
Article
ISSN
0377-0427

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✦ Synopsis

In this paper, we present a nonmonotone trust-region method of conic model for unconstrained optimization. The new method combines a new trust-region subproblem of conic model proposed in [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and inequality 4 constrains via active-set strategy, Appl. Math. Comput. 183 (2006) 217-231] with a nonmonotone technique for solving unconstrained optimization. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments are conducted to compare this method with the method of [Y. Ji,

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