A new modified nonmonotone adaptive trust region method for unconstrained optimization

被引：30

作者：

Cui, Zhaocheng ^{[1
]}

Wu, Boying ^{[2
]}

机构：

[1] Shandong Jiaotong Univ, Dept Math & Phys, Jinan 250023, Shandong, Peoples R China

[2] Harbin Inst Technol, Dept Math, Harbin 150080, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2012年 / 53卷 / 03期

关键词：

Unconstrained optimization; Adaptive trust region method; Nonmonotone technique; Global convergence; Superlinear convergence; LINE SEARCH TECHNIQUE; GLOBAL CONVERGENCE; ALGORITHMS; MINIMIZATION;

D O I：

10.1007/s10589-012-9460-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we present an adaptive trust region method for solving unconstrained optimization problems which combines nonmonotone technique with a new update rule for the trust region radius. At each iteration, our method can adjust the trust region radius of related subproblem. We construct a new ratio to adjust the next trust region radius which is different from the ratio in the traditional trust region methods. The global and superlinear convergence results of the method are established under reasonable assumptions. Numerical results show that the new method is efficient for unconstrained optimization problems.

引用

页码：795 / 806

页数：12

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