A new nonmonotone adaptive trust region line search method for unconstrained optimization

Autor:	Xinyi Wang, Xianfeng Ding, Quan Qu
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	Unconstrained optimization Trust region method Nonmonotone adaptive Convergence Mathematics QA1-939 Industry HD2321-4730.9
Zdroj:	Journal of Mathematics in Industry, Vol 10, Iss 1, Pp 1-12 (2020)
Druh dokumentu:	article
ISSN:	2190-5983
DOI:	10.1186/s13362-020-00080-6
Popis:	Abstract This paper proposes a new nonmonotone adaptive trust region line search method for solving unconstrained optimization problems, and presents a modified trust region ratio, which obtained more reasonable consistency between the accurate model and the approximate model. The approximation of Hessian matrix is updated by the modified BFGS formula. Trust region radius adopts a new adaptive strategy to overcome additional computational costs at each iteration. The global convergence and superlinear convergence of the method are preserved under suitable conditions. Finally, the numerical results show that the proposed method is very efficient.
Databáze:	Directory of Open Access Journals
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