A nonmonotone adaptive trust region method and its convergence

	A nonmonotone adaptive trust region method and its convergence
	Zhang, JL ; Zhang, XS
刊名	COMPUTERS & MATHEMATICS WITH APPLICATIONS
	2003-05-01
卷号	45 期号:10-11 页码:1469-1477
关键词	trust region method unconstrained optimization global convergence superlinear convergence nonmonotone linesearch technique
ISSN号	0898-1221
英文摘要	In this paper, we combine the new trust region subproblem proposed in [1] with the nonmonotone technique to propose a new algorithm for unconstrained optimization-the nonmonotone adaptive trust region method. The local and global convergence properties of the nonmonotone adaptive trust region method are proved. Its efficiency is tested by numerical results. (C) 2003 Elsevier Science Ltd. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	PERGAMON-ELSEVIER SCIENCE LTD
WOS记录号	WOS:000183601900001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/18124]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, JL
作者单位	1.Tsing Hua Univ, Sch Econ & Management, Beijing 100084, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, JL,Zhang, XS. A nonmonotone adaptive trust region method and its convergence[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS,2003,45(10-11):1469-1477.
APA	Zhang, JL,&Zhang, XS.(2003).A nonmonotone adaptive trust region method and its convergence.COMPUTERS & MATHEMATICS WITH APPLICATIONS,45(10-11),1469-1477.
MLA	Zhang, JL,et al."A nonmonotone adaptive trust region method and its convergence".COMPUTERS & MATHEMATICS WITH APPLICATIONS 45.10-11(2003):1469-1477.