| Article ID: | iaor2004756 |
| Country: | United Kingdom |
| Volume: | 45 |
| Issue: | 10/11 |
| Start Page Number: | 1469 |
| End Page Number: | 1477 |
| Publication Date: | May 2003 |
| Journal: | Computers & Mathematics with Applications |
| Authors: | Zhang Xiang-Sun, Zhang Ju-Liang |
| Keywords: | optimization, computational analysis |
In this paper, we combine the trust region subproblem with the nonmonotone technique to propose a new algorithm for unconstrained optimization – the nonmonotone adaptive trust region method. The local and global convergence properties of the nonmonotone adaptive trust region method are proved. Its efficiency is tested by numerical results.