A Non-monotone Self-adaptive Trust Region Method with Line Search Based on Simple Quadratic Models
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International Journal of Recent Engineering Science (IJRES) |  |
| © 2015 by IJRES Journal | ||
| Volume-2 Issue-3 |
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| Year of Publication : 2015 | ||
| Authors : Liran Yang, Qinghua Zhou |
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| DOI : 10.14445/23497157/IJRES-V2I3P102 |
How to Cite?
Liran Yang, Qinghua Zhou, "A Non-monotone Self-adaptive Trust Region Method with Line Search Based on Simple Quadratic Models," International Journal of Recent Engineering Science, vol. 2, no. 3, pp. 6-12, 2015. Crossref, https://doi.org/10.14445/23497157/IJRES-V2I3P102
Abstract
In this paper, we propose a new non-monotone adaptive trust region method with line search for solving unconstrained optimization problem. Unlike the traditional trust region methods, our new algorithm combine non-monotone adaptive trust region strategy with a scale approximation of the objective function’s Hessian. Theoretical analysis indicates that the new method preserves the global convergence under some mild conditions.
Keywords
Armijo-type line search, global convergence, non-monotone strategy, trust region method, unconstrained optimization
Reference
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