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A novel self-adaptive trust region algorithm for unconstrained optimization
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نویسنده
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lu y. ,li w. ,cao m. ,yang y.
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منبع
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journal of applied mathematics - 2014 - دوره : 2014 - شماره : 0
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چکیده
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A new self-adaptive rule of trust region radius is introduced,which is given by a piecewise function on the ratio between the actual and predicted reductions of the objective function. a self-adaptive trust region method for unconstrained optimization problems is presented. the convergence properties of the method are established under reasonable assumptions. preliminary numerical results show that the new method is significant and robust for solving unconstrained optimization problems. © 2014 yunlong lu et al.
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آدرس
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school of mathematics and statistics,beihua university, China, school of mathematics and statistics,beihua university, China, school of mathematics and statistics,beihua university, China, school of mathematics and statistics,beihua university, China
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Authors
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