کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1703520 | 1519412 | 2014 | 12 صفحه PDF | دانلود رایگان |
This study devotes to incorporating a nonmonotone strategy with an automatically adjusted trust-region radius to propose a more efficient hybrid of trust-region approaches for unconstrained optimization. The primary objective of the paper is to introduce a more relaxed trust-region approach based on a novel extension in trust-region ratio and radius. The next aim is to employ stronger nonmonotone strategies, i.e. bigger trust-region ratios, far from the optimizer and weaker nonmonotone strategies, i.e. smaller trust-region ratios, close to the optimizer. The global convergence to first-order stationary points as well as the local superlinear and quadratic convergence rates are also proved under some reasonable conditions. Some preliminary numerical results and comparisons are also reported.
Journal: Applied Mathematical Modelling - Volume 38, Issues 9–10, 1 May 2014, Pages 2601–2612