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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: 2024-05-06
Stable URL: http://hdl.handle.net/10338.dmlcz/149568
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