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2009•Journal of Huaihai Institute of TechnologyRequires access

Nonmonotone Self-adaptive Trust Region Method and Its Convergence

Zhao Dan

Open publisher page 1 citations

Abstract

The self-adaptive trust region method is an efficient tool to solve unconstrained optimal problems.In this paper,a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed.Under proper conditions,the global and local superlinear convergence rates were proved.Numerical results show that the new method is efficient.

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What this paper is about

The self-adaptive trust region method is an efficient tool to solve unconstrained optimal problems.In this paper,a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed.Under proper conditions,the global and local superlinear convergence rates were proved.Numerical results show that the new method is efficient.

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Available abstract

The self-adaptive trust region method is an efficient tool to solve unconstrained optimal problems.In this paper,a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed.Under proper conditions,the global and local superlinear convergence rates were proved.Numerical results show that the new method is efficient.

Key concepts: Trust region, Convergence (economics), Mathematical optimization, Computer science, Rate of convergence, Mathematics, Key (lock), Economics

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