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.
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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 : 870
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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
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