A nonmonotone adaptive trust region method for unconstrained optimization based on conic model

被引：7
|
作者：
Zhang, Jian [1 ]
Zhang, Kecun [1 ]
Qu, Shaojian [1 ]
机构：
[1] Xi An Jiao Tong Univ, Fac Sci, POB 2325, Xian 710049, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 217卷 / 08期
基金：
中国国家自然科学基金;
关键词：
Unconstrained optimization; Trust region method; Conic model; Nonmonotone technique; Adaptive; CONVERGENCE; ALGORITHMS;
D O I：
10.1016/j.amc.2010.10.043
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present a nonmonotone adaptive trust region method for unconstrained optimization based on conic model. The new method combines nonmonotone technique and a new way to determine trust region radius at each iteration. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments show that our algorithm is effective. (C) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码：4265 / 4273
页数：9
相关论文
共 50 条
  • [1] A Nonmonotone Adaptive Trust Region Method Based on Conic Model for Unconstrained Optimization
    Cui, Zhaocheng
    [J]. JOURNAL OF OPTIMIZATION, 2014, 2014
  • [2] Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
    Lijuan Zhao
    Wenyu Sun
    Raimundo J. B. de Sampaio
    [J]. Frontiers of Mathematics in China, 2014, 9 : 1211 - 1238
  • [3] Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
    Zhao, Lijuan
    Sun, Wenyu
    de Sampaio, Raimundo J. B.
    [J]. FRONTIERS OF MATHEMATICS IN CHINA, 2014, 9 (05) : 1211 - 1238
  • [4] A nonmonotone trust-region method of conic model for unconstrained optimization
    Qu, Shao-Jian
    Zhang, Ke-Cun
    Zhang, Jian
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2008, 220 (1-2) : 119 - 128
  • [5] NONMONOTONE RETROSPECTIVE CONIC TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION
    Zhao, Lijuan
    Sun, Wenyu
    [J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2013, 3 (02): : 309 - 325
  • [6] A nonmonotone trust region method based on simple conic models for unconstrained optimization
    Zhou, Qunyan
    Zhou, Fen
    Cao, Fengxue
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2013, 225 : 295 - 305
  • [7] A new nonmonotone trust-region method of conic model for solving unconstrained optimization
    Ji, Ying
    Li, Yijun
    Zhang, Kecun
    Zhang, Xinli
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 233 (08) : 1746 - 1754
  • [8] A nonmonotone conic trust region method based on line search for solving unconstrained optimization
    Qu, Shao-Jian
    Zhang, Qing-Pu
    Yang, Yue-Ting
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 224 (02) : 514 - 526
  • [9] An accelerated nonmonotone trust region method with adaptive trust region for unconstrained optimization
    Jianjun Liu
    Xiangmin Xu
    Xuehui Cui
    [J]. Computational Optimization and Applications, 2018, 69 : 77 - 97
  • [10] An accelerated nonmonotone trust region method with adaptive trust region for unconstrained optimization
    Liu, Jianjun
    Xu, Xiangmin
    Cui, Xuehui
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2018, 69 (01) : 77 - 97
12345