A NEW APPROACH FOR DETERMINING RADIUS IN NONMONOTONE TRUST-REGION ALGORITHMS

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RASHIDI M.; AMINI K.; Ahookhosh M.

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Seminar Paper

Paper Information

Seminar: IRANIAN CONFERENCE ON APPLIED MATHEMATICS
Year:2013 | Issue:5

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Title

A NEW APPROACH FOR DETERMINING RADIUS IN NONMONOTONE TRUST-REGION ALGORITHMS

Author(s)

RASHIDI M. | AMINI K. | Ahookhosh M. | Issue Writer Certificate

Keywords

UNCONSTRAINED OPTIMIZATION

TRUST REGION RADIUS

NONMONOTONE TECHNIQUE

Abstract

IN THIS STUDY, WE INTRODUCE TWO EFFECTIVE NONMONOTONE TRUST-REGION ALGORITHMS FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS SPECIFYING RADIUSES MORE PRACTICALLY THAN THE TRADITIONAL NONMONOTONE TRUST-REGION STRUCTURE. THE TRADITIONAL NONMONOTONE TRUST-REGION FRAMEWORK EMPLOYS A NONMONOTONE RATIO AS A MEASURE BOTH TO ACCEPT NEW POINT AND TO UPDATE THE TRUST REGION RADIUS. ALTHOUGH THIS IDEA IS EFFICIENT FOR HIGHLY NONLINEAR PROBLEMS, IT INCREASE THE TRUST-REGION RADIUS MORE THAN WHAT IS NEEDED, ESPECIALLY FOR COMMON PRACTICAL PROBLEMS. THE INTRODUCED FRAMEWORKS SUGGEST TAKING ADVANTAGE OF NONMONOTONE RATIOS JUST AS AN ACCEPTANCE CRITERION FOR A NEW TRIAL STEP, WHILE IT IS ADVISED TO EXPLOIT THE TRADITIONAL MONOTONE RATIO OR A HYBRID OF MONOTONE AND NONMONOTONE RATIOS FOR UPDATING THE TRUST-REGION RADIUS.

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APA: Copy

RASHIDI, M., AMINI, K., & Ahookhosh, M.. (2013). A NEW APPROACH FOR DETERMINING RADIUS IN NONMONOTONE TRUST-REGION ALGORITHMS. IRANIAN CONFERENCE ON APPLIED MATHEMATICS. SID. https://sid.ir/paper/929886/en

Vancouver: Copy

RASHIDI M., AMINI K., Ahookhosh M.. A NEW APPROACH FOR DETERMINING RADIUS IN NONMONOTONE TRUST-REGION ALGORITHMS. 2013. Available from: https://sid.ir/paper/929886/en

IEEE: Copy

M. RASHIDI, K. AMINI, and M. Ahookhosh, “A NEW APPROACH FOR DETERMINING RADIUS IN NONMONOTONE TRUST-REGION ALGORITHMS,” presented at the IRANIAN CONFERENCE ON APPLIED MATHEMATICS. 2013, [Online]. Available: https://sid.ir/paper/929886/en

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