an adaptive nonmonotone trust region method for unconstrained optimization problems based on a simple subproblem

Authors

zeinab saeidian

mohammad reza peyghami

abstract

using a simple quadratic model in the trust region subproblem, a new adaptive nonmonotone trust region method is proposed for solving unconstrained optimization problems. in our method, based on a slight modification of the proposed approach in (j. optim. theory appl. 158(2):626-635, 2013), a new scalar approximation of the hessian at the current point is provided. our new proposed method is equipped with a new adaptive rule for updating the radius and an appropriate nonmonotone technique. under some suitable and standard assumptions, the local and global convergence properties of the new algorithm as well as its convergence rate are investigated. finally, the practical performance of the new proposed algorithm is verified on some test problems and compared with some existing algorithms in the literature.

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

A nonmonotone adaptive trust region method for unconstrained optimization based on conic model

In this paper, we present a nonmonotone adaptive trust region method for unconstrained optimization based on conic model. The new method combines nonmonotone technique and a new way to determine trust region radius at each iteration. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments show that our algorithm is effective.

full text

A Trust-region Method using Extended Nonmonotone Technique for Unconstrained Optimization

In this paper, we present a nonmonotone trust-region algorithm for unconstrained optimization. We first introduce a variant of the nonmonotone strategy proposed by Ahookhosh and Amini cite{AhA 01} and incorporate it into the trust-region framework to construct a more efficient approach. Our new nonmonotone strategy combines the current function value with the maximum function values in some pri...

full text

A Nonmonotone trust region method with adaptive radius for unconstrained optimization problems

In this paper, we incorporate a nonmonotone technique with the new proposed adaptive trust region radius (Shi and Guo, 2008) [4] in order to propose a new nonmonotone trust region method with an adaptive radius for unconstrained optimization. Both the nonmonotone techniques and adaptive trust region radius strategies can improve the trust region methods in the sense of global convergence. The g...

full text

Solving the Unconstrained Optimization Problems Using the Combination of Nonmonotone Trust Region Algorithm and Filter Technique

In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems that is equipped with the filter technique. In the proposed method, the various nonmonotone technique is used. Using this technique, the algorithm can advantage from nonmonotone properties and it can increase the rate of solving the problems. Also, the filter that is used in...

full text

A limited memory adaptive trust-region approach for large-scale unconstrained optimization

This study concerns with a trust-region-based method for solving unconstrained optimization problems. The approach takes the advantages of the compact limited memory BFGS updating formula together with an appropriate adaptive radius strategy. In our approach, the adaptive technique leads us to decrease the number of subproblems solving, while utilizing the structure of limited memory quasi-Newt...

full text

A nonmonotone trust-region method of conic model for unconstrained optimization

In this paper, we present a nonmonotone trust-region method of conic model for unconstrained optimization. The new method combines a new trust-region subproblem of conic model proposed in [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and inequality 4 constrains via active-set strategy, Appl. Math. Comput. 183 (2006) 217–231] with a non...

full text

My Resources

Save resource for easier access later


Journal title:
iranian journal of numerical analysis and optimization

جلد ۵، شماره ۲، صفحات ۹۵-۰

Keywords

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023