A nonmonotone trust region method based on simple quadratic models

作者：Zhou, Qunyan^*; Chen, Jun; Xie, Zhengwei

来源：Journal of Computational and Applied Mathematics, 2014, 272: 107-115.

DOI：10.1016/j.cam.2014.04.026

• Large scale unconstrained optimization
• Simple quadratic model
• Nonmonotone trust region method
• Global convergence

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.

• 出版日期2014-12-15
• 单位南京晓庄学院; 江苏大学