An Adjustable Algorithm Based on Non-Monotone Strategy for Optimization Problems
Journal Title: Scholars Bulletin - Year 2016, Vol 2, Issue 4
Abstract
Abstract: This paper devotes to incorporating a non-monotone strategy with an adjusted trust region radius to propose a more efficient trust region approach 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 global convergence is proved under some reasonable conditionst. Keywords: unconstrained optimization; trust region; non-monotone strategy; adjustable radius; global convergence.
Authors and Affiliations
Shaojing Lian, Qiang Hua
Keywords
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