A New Non-monotone Self-Adaptive Trust Region Method based on simple conic model for Unconstrained Optimization
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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 : Weili Zheng, Qinghua Zhou, Liran Yang |
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| DOI : 10.14445/23497157/IJRES-V2I3P103 |
How to Cite?
Weili Zheng, Qinghua Zhou, Liran Yang, "A New Non-monotone Self-Adaptive Trust Region Method based on simple conic model for Unconstrained Optimization," International Journal of Recent Engineering Science, vol. 2, no. 3, pp. 13-20, 2015. Crossref, https://doi.org/10.14445/23497157/IJRES-V2I3P103
Abstract
In this paper, we propose and analyze a new non-monotone self-adaptive trust region method based on simple conic model for unconstrained optimization. Unlike the traditional non-monotone trust region method, the sub-problem in our method is a simple conic model, and the Hessian of the objective function is approximated by a scalar matrix. The trust region radius is adjusted with a new self-adaptive adjustment strategy, which makes use of the information of the previous iteration and current iteration.
Keywords
large scale optimization, non-monotone technique, self-adaptive trust region method, conic model, global convergence
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