A Non-Monotone Trust Region Algorithm with Simple Quadratic Models

SUN Qingying;DUAN Lining;CUI Bin;WANG Changyu

Journal of Systems Science and Mathematical Sciences ›› 2009, Vol. 29 ›› Issue (4) : 470-483.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2009, Vol. 29 ›› Issue (4) : 470-483. DOI: 10.12341/jssms08384
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A Non-Monotone Trust Region Algorithm with Simple Quadratic Models

  • SUN Qingying(1), DUAN Lining(1), CUI Bin(1), WANG Changyu(2)
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Abstract

A new non-monotone trust region algorithm with simple quadratic models is proposed.Under certain conditions, the global and super-linear convergence properties of this new method are proved.Numerical results show that the new algorithm is efficient, and attractive for large-scale optimization problems.

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Unconstrained optimization / non-monotone trust region method / super-linear convergence / numerical experiment.

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SUN Qingying , DUAN Lining , CUI Bin , WANG Changyu. A Non-Monotone Trust Region Algorithm with Simple Quadratic Models. Journal of Systems Science and Mathematical Sciences, 2009, 29(4): 470-483 https://doi.org/10.12341/jssms08384
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