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

Authors:
Ying Ji;Yijun Li;Kecun Zhang;Xinli Zhang
Affiliations:
School of Management, Harbin Institute Technology, PR China and Academy of Fundamental and Interdisciplinary Sciences, Harbin Institute Technology, Rm.519, Bldg.2H, 2 Yikuang Street, Nangang Dist. ...;School of Management, Harbin Institute Technology, 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:
2010

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Abstract

In this paper, we present a new nonmonotone trust-region method of conic model for solving unconstrained optimization problems. Both the local and global convergence properties are analyzed under reasonable assumptions. Numerical experiments are conducted to compare this method with some existed ones which indicate that the new method is efficient.