A UDFO non-monotone wedge trust-region algorithm with modified Self-correcting Geometry
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International Journal of Recent Engineering Science (IJRES) |  |
| © 2016 by IJRES Journal | ||
| Volume-3 Issue-1 |
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| Year of Publication : 2016 | ||
| Authors : Weili Zheng, Qinghua Zhou |
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| DOI : 10.14445/23497157/IJRES-V3I1P103 |
How to Cite?
Weili Zheng, Qinghua Zhou, "A UDFO non-monotone wedge trust-region algorithm with modified Self-correcting Geometry," International Journal of Recent Engineering Science, vol. 3, no. 1, pp. 15-22, 2016. Crossref, https://doi.org/10.14445/23497157/IJRES-V3I1P103
Abstract
In this paper, we propose a UDFO non-monotone wedge trust region algorithm with modified self-correcting geometry. This method can be projected to substantially decrease the need of geometry improving steps by exploiting a self-correcting property of the interpolation set geometry, and the design of this algorithm depends on a self-correction mechanism resulting from the combination of the non-monotone wedge trust-region framework with the polynomial interpolation setting. The global convergence of this algorithm is proved under some mild conditions.
Keywords
trust-region, non-monotone wedge technique, self-correcting geometry, unconstrained derivative-free optimization.
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