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2004•Journal of Guangxi University for NationalitiesRequires access

A Nonmonotone BFGS-TRUST-REGION Algorithm for Unconstrained Optimization Problems

Wu Qingjun

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Abstract

In this paper,we propose a nonmonotone BFCS-trust-region algorithm which based on [19]for unconstained optimization.The advantage of this algorithm is that the subproblem of tust-region method is always a strictly convex quadratic programming. We prove the algorithm possesses global and Q-quadratic convergence under suitable conditions.

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What this paper is about

In this paper,we propose a nonmonotone BFCS-trust-region algorithm which based on [19]for unconstained optimization.The advantage of this algorithm is that the subproblem of tust-region method is always a strictly convex quadratic programming. We prove the algorithm possesses global and Q-quadratic convergence under suitable conditions.

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Available abstract

In this paper,we propose a nonmonotone BFCS-trust-region algorithm which based on [19]for unconstained optimization.The advantage of this algorithm is that the subproblem of tust-region method is always a strictly convex quadratic programming. We prove the algorithm possesses global and Q-quadratic convergence under suitable conditions.

Key concepts: Trust region, Broyden–Fletcher–Goldfarb–Shanno algorithm, Convergence (economics), Quadratic programming, Mathematical optimization, Quadratic equation, Algorithm, Computer science

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