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 in
Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
โ Scribed by Neng-zhu Gu; Jiang-tao Mo
- Book ID
- 108077186
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 331 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0898-1221
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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