A nonmonotone trust region method based on simple quadratic models

In this paper, a new nonmonotone trust region algorithm with simple quadratic models is proposed. Unlike traditional nonmonotone trust region method, our trust region subproblem is very simple by using a new scale approximation of the minimizing function’s Hessian. The global convergence of the prop...

Full description

Saved in:
Bibliographic Details
Published in:Journal of computational and applied mathematics 2014-12, Vol.272, p.107-115
Main Authors: Zhou, Qunyan, Chen, Jun, Xie, Zhengwei
Format: Article
Language:English
Subjects:
Global convergence
Large scale unconstrained optimization
Nonmonotone trust region method
Simple quadratic model
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this paper, a new nonmonotone trust region algorithm with simple quadratic models is proposed. Unlike traditional nonmonotone trust region method, our trust region subproblem is very simple by using a new scale approximation of the minimizing function’s Hessian. The global convergence of the proposed algorithm is established under some reasonable conditions. Numerical tests on a set of large scale standard test problems are presented and show that the new algorithm is efficient and robust.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2014.04.026