Non-Monotone Wedge Trust-Region Method for Derivative-Free Unconstrained Optimization
Journal Title: Scholars Bulletin - Year 2018, Vol 4, Issue 6
Abstract
Abstract:We propose a non-monotone wedge trust region method for derivative-free optimization. Wedge trust region method based on traditional trust region is designed for derivative-free problems, and the non-monotone strategy is efficient to solve the trust region method. This paper combined the non-monotone strategy into wedge trust region methods, and the computational results proved the efficiency of the new composite strategy. Keywords: wedge trust region, non-monotone method, unconstrained optimization, derivative free optimization.
Authors and Affiliations
Fenghua Liu, Qinghua Zhou
Keywords
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