A Non-Monotone Trust Region Method with Non-Monotone Wolfe-Type Line Search Strategy for Unconstrained Optimization

A New Non-monotone Adaptive Trust Region Method for Unconstrained Optimization Problems

Changyuan Li1, Qinghua Zhou1,*, Xiao Wu1, Xiaodian Sun2 1College of Mathematics and Information Science, Hebei University, Baoding, Hebei Province, China, 071002. 2Laboratory for Statistical Genomics and Systems Biology, Department of Environmental Health, University of Cincinnati College of Medicine, 3223 Eden Ave. ML56, Cincinnati OH 45267-0056, USA ([email protected], [email protected](*c...

Combination Adaptive Trust Region Method by Non-Monotone Strategy for unconstrained nonlinear Programming

In this paper, we present a new trust region method for unconstrained nonlinear programming in which we blend adaptive trust region algorithm by non-monotone strategy to propose a new non-monotone trust region algorithm with automatically adjusted radius. Both non-monotone strategy and adaptive technique can help us introduce a new algorithm that reduces the number of iterations and function ev...

A Non-Monotone Tensor Method for Unconstrained Optimization Problems

The tensor method for unconstrained optimization was first introduced by Schnable and Chow [SIAM Journal on Optimization, 1 (1991): 293–315], where each iteration bases upon a fourth order model for the objective function. In this paper, we propose a tensor method with a non-monotone line search scheme for solving the unconstrained optimization problem, and show the convergence of the method. W...

Global Convergence of the Non-Quasi-Newton Method with Non-Monotone Line Search for Unconstrained Optimization Problem

In this paper, non-monotone line search procedure is studied, which is combined with the non-quasi-Newton family. Under the uniformly convexity assumption on objective function, the global and superlinear convergence of the non-quasi-Newton family with the proposed nonmonotone line search is proved under suitable conditions.

A Non - monotone Trust - Region Filter Algorithm