文章基本信息

标题：A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization
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作者：Yunlong Lu ; Weiwei Yang ; Wenyu Li 等
期刊名称：Discrete Dynamics in Nature and Society
印刷版ISSN：1026-0226
电子版ISSN：1607-887X
出版年度：2015
卷号：2015
DOI：10.1155/2015/825839
出版社：Hindawi Publishing Corporation
摘要：A new trust region method is presented, which combines nonmonotone line search technique, a self-adaptive update rule for the trust region radius, and the weighting technique for the ratio between the actual reduction and the predicted reduction. Under reasonable assumptions, the global convergence of the method is established for unconstrained nonconvex optimization. Numerical results show that the new method is efficient and robust for solving unconstrained optimization problems.