NDLI: A new nonmonotone adaptive trust region method based on simple quadratic models

Content Provider	Springer Nature Link
Author	Zhou, Qunyan Zhang, Chun
Copyright Year	2012
Abstract	Based on simple quadratic models of the trust region subproblem, we combine the trust region method with the nonmonotone and adaptive techniques to propose a new nonmonotone adaptive trust region algorithm for unconstrained optimization. Unlike traditional trust region method, our trust region subproblem is very simple by using a new scale approximation of the minimizing function’s Hessian. The new method needs less memory capacitance and computational complexity. The convergence results of the method are proved under certain conditions. Numerical results show that the new method is effective and attractive for large scale unconstrained problems.
Starting Page	111
Ending Page	123
Page Count	13
File Format	PDF
ISSN	15985865
Journal	Journal of Applied Mathematics and Computing
Volume Number	40
Issue Number	1-2
e-ISSN	18652085
Language	English
Publisher	Springer-Verlag
Publisher Date	2012-05-19
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Large scale unconstrained optimization Nonmonotone trust region method Adaptive technique Global convergence Mathematical programming methods Nonlinear programming Computational Mathematics and Numerical Analysis Mathematics of Computing Theory of Computation ApplicationMathematics/Computational Methods of Engineering
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Computational Mathematics

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A new nonmonotone adaptive trust region method based on simple quadratic models