@Article{JCM-32-476, author = {}, title = {A New Nonmonotone Trust Region Algorithm for Solving Unconstrained Optimization Problems}, journal = {Journal of Computational Mathematics}, year = {2014}, volume = {32}, number = {4}, pages = {476--490}, abstract = {
Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio $ρ_k$ for evaluating the trial step $d_k$ whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems.
}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1401-m3975}, url = {http://global-sci.org/intro/article_detail/jcm/9898.html} }