Nonmonotonic trust region algorithm for unconstrained nonsmooth optimization problems

Nonmonotonic trust region algorithm for nonsmooth unconstrained optimization problems is proposed and compared with the classical trust region method.At the same time, the global convergence of the algorithm is proved under the conditions of some assumptions.Numerical results show that nonmonotonic...

Full description

Saved in:
Bibliographic Details
Main Authors: Yu Dongmei, Gao Lei-fu
Format: Conference Proceeding
Language:English
Subjects:
Optimisation
Optimisation techniques
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Nonmonotonic trust region algorithm for nonsmooth unconstrained optimization problems is proposed and compared with the classical trust region method.At the same time, the global convergence of the algorithm is proved under the conditions of some assumptions.Numerical results show that nonmonotonic strategy not only in solving nonsmooth unconstrained optimization problems is effective, but also expanding the nonmonotonic trust region algorithm application fields.
DOI:10.1049/cp.2012.1245