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Research articles

ScienceAsia 44(2018): 27-33 |doi: 10.2306/scienceasia1513-1874.2018.44.027


A class of nonmonotone trust region algorithm for solving unconstrained nonlinear optimization problems


Fulan Ye, Yang You, Zhen Chen, Baoguo Chen*

 
ABSTRACT:     Based on the nonmonotone line search technique proposed by Gu and Mo a nonmonotone trust region algorithm is proposed for solving unconstrained nonlinear optimization problems. The new algorithm is resets the ratio ρk for evaluating whether the trial step dk is acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective.

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Research Centre for Science Technology and Society, Fuzhou University of International Studies and Trade, Fuzhou 350202, China

* Corresponding author, E-mail: chenbg123@163.com

Received 10 Jun 2017, Accepted 15 Oct 2017