|
|
|
|
an improved trust region method equipped by filter technique
|
|
|
|
|
|
|
|
نویسنده
|
saeidian zeinab ,arzani farshid
|
|
منبع
|
mathematics interdisciplinary research - 2022 - دوره : 7 - شماره : 1 - صفحه:45 -60
|
|
چکیده
|
Using a filter technique, a new efficient nonmonotone trust region method is proposed. the proposed scheme is based on updating the approximation of the hessian matrix with the scaled memoryless bfgs update formula. to update the trust region radius, an appropriate adaptive scheme is used. moreover, a proper nonmonotone procedure is applied. assuming some suitable assumptions, the global convergence is obtained. numerical results are reported to show the efficiency of the offered approach.
|
|
کلیدواژه
|
nonmonotone adaptive trust region methods ,scaled memoryless bfgs update ,filter technique ,global convergence
|
|
آدرس
|
university of kashan, department of applied mathematics, iran, k. n. toosi university of technology, iran
|
|
پست الکترونیکی
|
farzani@dena.kntu.ac.ir
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|