Non-monotone Trust Region Method Combined with Wolfe Line Search Strategy for Unconstrained Optimization
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International Journal of Recent Engineering Science (IJRES) |  |
| © 2015 by IJRES Journal | ||
| Volume-2 Issue-5 |
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| Year of Publication : 2015 | ||
| Authors : Changyuan Li, Qinghua Zhou, Xiao Wu |
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| DOI : 10.14445/23497157/IJRES-V2I5P101 |
How to Cite?
Changyuan Li, Qinghua Zhou, Xiao Wu, "Non-monotone Trust Region Method Combined with Wolfe Line Search Strategy for Unconstrained Optimization," International Journal of Recent Engineering Science, vol. 2, no. 5, pp. 1-7, 2015. Crossref, https://doi.org/10.14445/23497157/IJRES-V2I5P101
Abstract
In this paper, we propose and analyze a new trust region algorithm for unconstrained optimization problems which is combining a new non-monotone trust region method with non-monotone Wolfe line search technique. The new algorithm solves the trust region sub-problem only once at each iteration. The global convergence of the new algorithm is proved under some mild conditions.
Keywords
unconstrained optimization, non-monotone trust region method, non-monotone Wolfe line search, global convergence
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