TY - JOUR T1 - Curvilinear Paths and Trust Region Methods with Nonmonotonic Back Tracking Technique for Unconstrained Optimization AU - Zhu , De-Tong JO - Journal of Computational Mathematics VL - 3 SP - 241 EP - 258 PY - 2001 DA - 2001/06 SN - 19 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/8977.html KW - Curvilinear paths, Trust region methods, Nonmonotonic technique, Unconstrained optimization. AB -
In this paper we modify type approximate trust region methods via two curvilinear paths for unconstrained optimization. A mixed strategy using both trust region and line search techniques is adopted which switches to back tracking steps when a trial step produced by the trust region subproblem is unacceptable. We give a series of properties of both optimal path and modified gradient path. The global convergence and fast local convergence rate of the proposed algorithms are established under some reasonable conditions. A nonmonotonic criterion is used to speed up the convergence progress in some ill-conditioned cases.