A Non-Monotone Conic Trust Region Method with Fixed Step-Size
Journal Title: Scholars Bulletin - Year 2015, Vol 1, Issue 8
Abstract
Abstract: In this paper, a new non-monotone conic trust region method with fixed step-size based on conic models for solving unconstrained optimization problem is proposed. Unlike the traditional trust region methods, the sub-problem of our new algorithm is the conic minimization sub-problem. Moreover, we use the fixed step-size to obtain a new point when the trial step is not accepted. Theoretical analysis indicates that the new method preserves the global convergence under suitable conditions. Keywords: non-monotone; conic trust region method; unconstrained optimization; fixed step-size; global convergence.
Authors and Affiliations
Baowei Liu
Keywords
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