Electronic Resource
Springer
Journal of optimization theory and applications
76 (1993), S. 259-285
ISSN:
1573-2878
Keywords:
Unconstrained optimization
;
trust region method
;
nonmonotone method
;
convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A nonmonotonic trust region method for unconstrained optimization problems is presented. Although the method allows the sequence of values of the objective function to be nonmonotonic, convergence properties similar to those for the usual trust region method are proved under certain conditions, including conditions on the approximate solutions to the subproblem. To make the solution satisfy these conditions, an algorithm to solve the subproblem is also established. Finally, some numerical results are reported which show that the nonmonotonic trust region method is superior to the usual trust region method according to both the number of gradient evaluations and the number of function evaluations.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00939608
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