ScienceAsia - Journal of The Science Society of Thailand

ABSTRACT: Based on the nonmonotone line search technique proposed by Gu and Mo a nonmonotone trust region algorithm is proposed for solving unconstrained nonlinear optimization problems. The new algorithm is resets the ratio ρ_k for evaluating whether the trial step d_k is acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective.

A class of nonmonotone trust region algorithm for solving unconstrained nonlinear optimization problems

FulanÿYe, YangÿYou, ZhenÿChen, BaoguoÿChen^*

A class of nonmonotone trust region algorithm for solving unconstrained nonlinear optimization problems

FulanÿYe, YangÿYou, ZhenÿChen, BaoguoÿChen*

FulanÿYe, YangÿYou, ZhenÿChen, BaoguoÿChen^*