%0 Journal Article
%T A Non-Monotone Trust Region Method with Non-Monotone Wolfe-Type Line Search Strategy for Unconstrained Optimization
%A Changyuan Li
%A Qinghua Zhou
%A Xiao Wu
%J Journal of Applied Mathematics and Physics
%P 707-712
%@ 2327-4379
%D 2015
%I Scientific Research Publishing
%R 10.4236/jamp.2015.36084
%X 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.
%K Unconstrained Optimization
%K Non-Monotone Trust Region Method
%K Non-Monotone Line Search
%K Global Convergence
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=57629