A NEW NONMONOTONE TRUST REGION ALGORITHM FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS

被引：1
|
作者：
Liu, Jinghui [1 ]
Ma, Changfeng [1 ]
机构：
[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2014年 / 32卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Unconstrained optimization problems; Nonmonotone trust region method; Global convergence; Superlinear convergence; LINE SEARCH TECHNIQUE; NEWTON METHOD; CONVERGENCE;
D O I：
10.4208/jcm.1401-m3975
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio rho(k) for evaluating the trial step d(k) whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems.
引用
收藏
页码：476 / 490
页数：15
相关论文
共 50 条
  • [41] A New Nonsmooth Trust Region Algorithm for Locally Lipschitz Unconstrained Optimization Problems
    Z. Akbari
    R. Yousefpour
    M. Reza Peyghami
    Journal of Optimization Theory and Applications, 2015, 164 : 733 - 754
  • [42] A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization
    Lu, Yunlong
    Yang, Weiwei
    Li, Wenyu
    Jiang, Xiaowei
    Yang, Yueting
    DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2015, 2015
  • [43] A New Nonsmooth Trust Region Algorithm for Locally Lipschitz Unconstrained Optimization Problems
    Akbari, Z.
    Yousefpour, R.
    Peyghami, M. Reza
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2015, 164 (03) : 733 - 754
  • [44] An efficient nonmonotone trust-region method for unconstrained optimization
    Ahookhosh, Masoud
    Amini, Keyvan
    NUMERICAL ALGORITHMS, 2012, 59 (04) : 523 - 540
  • [45] NONMONOTONE RETROSPECTIVE CONIC TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION
    Zhao, Lijuan
    Sun, Wenyu
    NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2013, 3 (02): : 309 - 325
  • [46] Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
    Gu, Neng-zhu
    Mo, Jiang-tao
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2008, 55 (09) : 2158 - 2172
  • [47] An efficient nonmonotone trust-region method for unconstrained optimization
    Masoud Ahookhosh
    Keyvan Amini
    Numerical Algorithms, 2012, 59 : 523 - 540
  • [48] NONMONOTONE TRUST REGION METHODS WITH CURVILINEAR PATH IN UNCONSTRAINED OPTIMIZATION
    XIAO, Y
    ZHOU, F
    COMPUTING, 1992, 48 (3-4) : 303 - 317
  • [49] A New Nonmonotone Trust Region Algorithm Based on Simulated Annealing and Barzilai-Borwein Methods for Unconstrained Optimization
    Mirzaei, Seyed Hamzeh
    Ashrafi, Ali
    ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2025,
  • [50] A new nonmonotone trust region method for unconstrained optimization equipped by an efficient adaptive radius
    Tarzanagh, D. Ataee
    Peyghami, M. Reza
    Mesgarani, H.
    OPTIMIZATION METHODS & SOFTWARE, 2014, 29 (04): : 819 - 836
12345