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Nonmonotone QuasiNewton Trust Region Algorithm forUnconstraint Optimization

SUN Zhongbo, DUAN Fujian   

  1. School of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004,Guangxi Zhuang Autonomous Region, China
  • Received:2008-10-06 Revised:1900-01-01 Online:2009-05-26 Published:2009-06-23
  • Contact: SUN Zhongbo

Abstract: he subproblem generates trail step size dk always in trust region. dk is updated at every iter ation. Nonmonotone line search is used to solve subproblem when dk is not accepted. Global convergence is proved under some suitable conditions.

Key words: nonmonotone line search, quasiNewton method, trust region algorithm, global convergence

CLC Number: 

  • O224.2