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.