Volume : IV, Issue : VIII, August - 2015

Anovel non–monotone self–adaptive trust region methodfor unconstrained optimization

Liran Yang, Qinghua Zhou

Abstract :

In this paper, we propose a new non–monotone self–adaptive trust region method for solvingunconstrained optimization problem. Different fromthe usual trust region methods, our newalgorithm uses a new rule to update the trust region radius.Theoretical analysis indicates that the new method preserves the global convergence under some reasonable assumptions.

Keywords :

Article: Download PDF   DOI : 10.36106/ijsr  

Cite This Article:

Liran Yang, Qinghua Zhou A Novel Non-Monotone Self-Adaptive Trust Region Methodfor Unconstrained Optimization International Journal of Scientific Research, Vol : 4, Issue : 8 August 2015

Number of Downloads : 825

References :