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Sun, W.Y. (2004) Nonmonotone Trust Region Method for Solving Optimization Problems. Applied Mathematics and Computation, 156, 159-174. http://dx.doi.org/10.1016/j.amc.2003.07.008

has been cited by the following article:

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

  AUTHORS: Changyuan Li, Qinghua Zhou, Xiao Wu

  KEYWORDS: Unconstrained Optimization, Non-Monotone Trust Region Method, Non-Monotone Line Search, Global Convergence

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.3 No.6, June 30, 2015

  ABSTRACT: In this paper, we propose and analyze a non-monotone trust region method with non-monotone line search strategy for unconstrained optimization problems. Unlike the traditional non-monotone trust region method, our algorithm utilizes non-monotone Wolfe line search to get the next point if a trial step is not adopted. Thus, it can reduce the number of solving sub-problems. Theoretical analysis shows that the new proposed method has a global convergence under some mild conditions.