On the Global Convergence of Nonmonotone Trust Region Algorithms for Nonsmooth Optimization
Min Xi, Houchun Zhou · 2011
The classical trust region algorithm was extended to the nonsmooth minimization problem successful by Qi and Sun. Combining the trust region algorithm of Qi and Sun with the nonmonotone technique. Xi, Wu and Zhou presented a nonmonotone trust region algorithm for the unconstrained nonsmooth optimization problems where the objective function is locally Lipschitzian, and the local convergence results was established. This paper prove that our nonmonotone trust region algorithm is globally convergent.