A nonmonotone line search technique for Newton's method
SIAM Journal on Numerical Analysis
Nonmonotonic trust region algorithm
Journal of Optimization Theory and Applications
An assessment of nonmonotone linesearch techniques for unconstrained optimization
SIAM Journal on Scientific Computing
Testing Unconstrained Optimization Software
ACM Transactions on Mathematical Software (TOMS)
The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
SIAM Journal on Optimization
On the nonmonotone line search
Journal of Optimization Theory and Applications
Nonmonotone Globalization Techniques for the Barzilai-Borwein Gradient Method
Computational Optimization and Applications
Global convergence of nonmonotone descent methods for unconstrained optimization problems
Journal of Computational and Applied Mathematics - Special issue: Papers presented at the 1st Sino--Japan optimization meeting, 26-28 October 2000, Hong Kong, China
A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
SIAM Journal on Optimization
Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
Computers & Mathematics with Applications
Combining nonmonotone conic trust region and line search techniques for unconstrained optimization
Journal of Computational and Applied Mathematics
An efficient nonmonotone trust-region method for unconstrained optimization
Numerical Algorithms
A new modified nonmonotone adaptive trust region method for unconstrained optimization
Computational Optimization and Applications
Computational Optimization and Applications
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In this paper we propose a nonmonotone trust region method. Unlike traditional nonmonotone trust region method, the nonmonotone technique applied to our method is based on the nonmonotone line search technique proposed by Zhang and Hager [A nonmonotone line search technique and its application to unconstrained optimization, SIAM J. Optim. 14(4) (2004) 1043-1056] instead of that presented by Grippo et al. [A nonmonotone line search technique for Newton's method, SIAM J. Numer. Anal. 23(4) (1986) 707-716]. So the method requires nonincreasing of a special weighted average of the successive function values. Global and superlinear convergence of the method are proved under suitable conditions. Preliminary numerical results show that the method is efficient for unconstrained optimization problems.