Scholars Bulletin (SB)
Volume-2 | Issue-01 | Sch. Bull.; 2016, 2(1): 15-19
Research Article
A non-monotone trust region method
Liran Yang, Qinghua Zhou
Published : Jan. 15, 2016
Abstract
Abstract: In this paper, we propose a non-monotone trust region algorithm based on conic model for unconstrained optimization problems. The method combines a non-monotone technique and a trust region method. Different from the usual trust region methods, the sub-problem of our new algorithm is the conic minimization sub-problem. The theoretical analysis indicates that the new method has the global convergence under some reasonable conditions.