A Nonmonotone Wedge Trust Region Method with Self-correcting Geometry for Derivative-free Optimization

Weili ZHENG, Qinghua ZHOU*

College of Mathematics and Information Science, Hebei University, Baoding, China

Abstract: In this paper, we consider a nonmonotone wedge trust region method with self-correcting geometry for derivative-free optimization. After establishing the whole algorithm, we investigate its qualities and prove the global convergence of the new algorithm under some mild conditions. 

Keywords: Wedge trust region; Nonmonotone technique; Self-correcting geometry; Derivative-free optimization