A nonmonotone trust region method based on simple quadratic models

• Autores: Qunyan Zhou, Jun Chen, Zhengwei Xie
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 272, Nº 1, 2014, págs. 107-115
• Idioma: inglés
• DOI: 10.1016/j.cam.2014.04.026
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• Resumen

  • 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.