A Retrospective Filter Trust Region Algorithm for Unconstrained Optimization
نویسندگان
چکیده
منابع مشابه
A Retrospective Filter Trust Region Algorithm for Unconstrained Optimization
In this paper, we propose a retrospective filter trust region algorithm for unconstrained optimization, which is based on the framework of the retrospective trust region method and associated with the technique of the multi-dimensional filter. The new algorithm gives a good estimation of trust region radius, relaxes the condition of accepting a trial step for the usual trust region methods. Und...
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2010
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2010.13022