AN ADAPTIVE NONMONOTONE TRUST REGIONMETHOD FOR UNCONSTRAINED OPTIMIZATIONPROBLEMS BASED ON A SIMPLESUBPROBLEM

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SAEIDIAN Z.; PEYGHAMI M.R.

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Paper Information

Journal: IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION Year:2015 | Volume:5 | Issue:2 Page(s): 95-117

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Title

AN ADAPTIVE NONMONOTONE TRUST REGIONMETHOD FOR UNCONSTRAINED OPTIMIZATIONPROBLEMS BASED ON A SIMPLESUBPROBLEM

Author(s)

SAEIDIAN Z. | PEYGHAMI M.R. | Issue Writer Certificate

Keywords

TRUST REGION METHODSQ2

ADAPTIVE RADIUSQ2

NONMONOTONE TECH-NIQUEQ2

SCALAR APPROXIMATION OF THE HESSIANQ2

GLOBAL CONVERGENCEQ1

Abstract

Using a simple quadratic model in the trust region subproblem, a newadaptive nonmonotone trust region method is proposed for solving uncon-strained optimization problems. In our method, based on a slight modi ca-tion 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 isprovided. Our new proposed method is equipped with a new adaptive rulefor updating the radius and an appropriate nonmonotone technique. Undersome suitable and standard assumptions, the local and GLOBAL CONVERGENCEproperties of the new algorithm as well as its convergence rate are investi-gated. Finally, the practical performance of the new proposed algorithm isveri ed on some test problems and compared with some existing algorithmsin the literature.

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APA: Copy

SAEIDIAN, Z., & PEYGHAMI, M.R.. (2015). AN ADAPTIVE NONMONOTONE TRUST REGIONMETHOD FOR UNCONSTRAINED OPTIMIZATIONPROBLEMS BASED ON A SIMPLESUBPROBLEM. IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION, 5(2 ), 95-117. SID. https://sid.ir/paper/260836/en

Vancouver: Copy

SAEIDIAN Z., PEYGHAMI M.R.. AN ADAPTIVE NONMONOTONE TRUST REGIONMETHOD FOR UNCONSTRAINED OPTIMIZATIONPROBLEMS BASED ON A SIMPLESUBPROBLEM. IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION[Internet]. 2015;5(2 ):95-117. Available from: https://sid.ir/paper/260836/en

IEEE: Copy

Z. SAEIDIAN, and M.R. PEYGHAMI, “AN ADAPTIVE NONMONOTONE TRUST REGIONMETHOD FOR UNCONSTRAINED OPTIMIZATIONPROBLEMS BASED ON A SIMPLESUBPROBLEM,” IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION, vol. 5, no. 2 , pp. 95–117, 2015, [Online]. Available: https://sid.ir/paper/260836/en

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