A nonmonotone conic trust region method
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Shao-Jian Qu; Qing-Pu Zhang; Yue-Ting Yang
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Article
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2009
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Elsevier Science
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English
โ 675 KB
In this paper, we present a nonmonotone conic trust region method based on line search technique for unconstrained optimization. The new algorithm can be regarded as a combination of nonmonotone technique, line search technique and conic trust region method. When a trial step is not accepted, the me