Article
| Title: | A new nonmonotone adaptive trust region algorithm (English) |
| Author: | Kamandi, Ahmad |
| Author: | Amini, Keyvan |
| Language: | English |
| Journal: | Applications of Mathematics |
| ISSN: | 0862-7940 (print) |
| ISSN: | 1572-9109 (online) |
| Volume: | 67 |
| Issue: | 2 |
| Year: | 2022 |
| Pages: | 233-250 |
| Summary lang: | English |
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| Category: | math |
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| Summary: | We propose a new and efficient nonmonotone adaptive trust region algorithm to solve unconstrained optimization problems. This algorithm incorporates two novelties: it benefits from a radius dependent shrinkage parameter for adjusting the trust region radius that avoids undesirable directions and exploits a new strategy to prevent sudden increments of objective function values in nonmonotone trust region techniques. Global convergence of this algorithm is investigated under some mild conditions. Numerical experiments demonstrate the efficiency and robustness of the proposed algorithm in solving a collection of unconstrained optimization problems from the CUTEst package. (English) |
| Keyword: | unconstrained optimization |
| Keyword: | nonmonotone trust region |
| Keyword: | adaptive radius |
| Keyword: | global convergence |
| Keyword: | CUTEst package |
| MSC: | 90C26 |
| MSC: | 90C30 |
| MSC: | 90C55 |
| idZBL: | Zbl 07511503 |
| idMR: | MR4396686 |
| DOI: | 10.21136/AM.2021.0122-20 |
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| Date available: | 2022-03-25T08:23:48Z |
| Last updated: | 2022-09-06 |
| Stable URL: | http://hdl.handle.net/10338.dmlcz/149568 |
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