2007Journal of Hunan University of Arts and ScienceRequires access

A Nonmonotone Self-adaptive Trust Region Method and Its Convergence

Zhang Hua

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Abstract

In this paper, a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed. The global convergence properties of the nonmonotone self-adaptive trust region method were proved. Numerical results show that the newmethod is efficient.

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What this paper is about

In this paper, a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed. The global convergence properties of the nonmonotone self-adaptive trust region method were proved. Numerical results show that the newmethod is efficient.

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Available abstract

In this paper, a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed. The global convergence properties of the nonmonotone self-adaptive trust region method were proved. Numerical results show that the newmethod is efficient.

Key concepts: Trust region, Convergence (economics), Mathematical optimization, Computer science, Mathematics, Economics, RADIUS, Computer security

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