Scholars Bulletin (SB)
Volume-1 | Issue-03 | 2015, 1(3): 69-73
Research Article
A new non-monotone trust region method based on simple quadratic models
Liran Yang, Qinghua Zhou, Weili Zheng
Published : Aug. 30, 2015
Abstract
In this paper, we propose a non-monotone trust region method for solving unconstrained optimization
problem. Unlike the traditional trust region methods, our new algorithm is simple by combining non-monotone strategy
with a scale approximation of the objective function’s Hessian. Theoretical analysis indicates that the new method
preserves the global convergence under some mild conditions.