Scholars Bulletin (SB)
Volume-1 | Issue-05 | 2015, 1(5): 143-147
Research Article
A non-monotone self-adaptive trust region method with line search for unconstrained optimization
Liran Yang, Qinghua Zhou2
Published : Sept. 30, 2015
Abstract
Abstract: In this paper, we propose a new non-monotone self-adaptive trust region method with line search for solving unconstrained optimization problem. Different from the usual trust region methods, our algorithm does not only use a non-monotone technique, but also use a new rule to update the trust region radius. We prove the global convergence of the new algorithm under some reasonable assumptions.