A nonmonotone trust-region method of conic model for unconstrained optimization

Authors:
Shao-Jian Qu;Ke-Cun Zhang;Jian Zhang
Affiliations:
Faculty of Science, Xi'an Jiaotong University, Xi'an 710049, PR China;Faculty of Science, Xi'an Jiaotong University, Xi'an 710049, PR China;Faculty of Science, Xi'an Jiaotong University, Xi'an 710049, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

In this paper, we present a nonmonotone trust-region method of conic model for unconstrained optimization. The new method combines a new trust-region subproblem of conic model proposed in [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and inequality 4 constrains via active-set strategy, Appl. Math. Comput. 183 (2006) 217-231] with a nonmonotone technique for solving unconstrained optimization. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments are conducted to compare this method with the method of [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and inequality 4 constrains via active-set strategy, Appl. Math. Comput. 183 (2006) 217-231].