2010•Journal of the University of Shanghai for Science and TechnologyRequires access
Self-adaptive nonmonotone trust region algorithm for linear constrained optimization
Cao Qian-qian
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Abstract
An self-adaptive nonmonotone trust region algorithm for linear constrained optimization was proposed.In the algorithm,the trust region radius was adapted by the algorithm itself,hence it avoids the blindness in the traditional trust region algorithm when choosing the trust region radius.By using the nonmonotone technique,the global convergence of the proposed algorithm was achieved.