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Value functions and error bounds of trust region methods

โœ Scribed by Wenling Zhao; Changyu Wang

Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
231 KB
Volume
24
Category
Article
ISSN
1598-5865

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โœ Jiangtao Mo; Chunyan Liu; Shicui Yan ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 180 KB

In this paper we propose a nonmonotone trust region method. Unlike traditional nonmonotone trust region method, the nonmonotone technique applied to our method is based on the nonmonotone line search technique proposed by Zhang and Hager [A nonmonotone line search technique and its application to un