| Article ID: | iaor19981934 |
| Country: | China |
| Volume: | 18 |
| Issue: | 4 |
| Start Page Number: | 608 |
| End Page Number: | 615 |
| Publication Date: | Oct 1995 |
| Journal: | Acta Mathematicae Applicatae Sinica |
| Authors: | Han J.Y., Ke X.W. |
| Keywords: | trust regions |
In this paper, the authors propose a class of nonmonotone trust region algorithms for unconstrained optimization. When the objective functions are bounded below and continuously differentiable, and there is a bound on the second derivative approximations that depends linearly on the iteration number, the authors prove the global convergence of the algorithm.