A new modified nonmonotone adaptive trust region method for unconstrained optimization

Author:

Cui Zhaocheng,Wu Boying

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference22 articles.

1. Conn, A.R., Gould, N.I.M., Toint Ph, L.: Trust-Region Methods. Society for Industrial and Applied Mathematics, SIAM, Philadelphia (2000)

2. Deng, N.Y., Xiao, Y., Zhou, F.J.: Nonmonotonic trust region algorithm. J. Optim. Theory Appl. 76, 259–285 (1993)

3. Fan, J.Y., Yuan, Y.X.: A new trust region algorithm with trust region radius converging to zero. In: Proceedings of the 5th International Conference on Optimization: Techniques and Applications [C], Hong Kong (2001)

4. Gertz, E.M.: A quasi-Newton trust-region method. Math. Program. Ser A, 1–24 (1963)

5. Grippo, L., Lampariello, F., Lucidi, S.: A nonmonotone line search technique for Newton’s method. SIAM J. Numer. Anal. 23(4), 707–716 (1986)

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