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   on determining radius in nonmonotone trust-region approaches  
   
نویسنده amini keyvan ,rashidi mehri
منبع journal of mathematical modeling - 2023 - دوره : 11 - شماره : 3 - صفحه:507 -526
چکیده    This paper proposes two effective nonmonotone trust-region frameworks for solving nonlinear unconstrained optimization problems while provide a new effective policy to update the trust-region radius. conventional nonmonotone trust-region algorithms apply a specific nonmonotone ratio to accept  new trial step and update the trust-region radius. this paper recommends using the nonmonotone ratio only as an acceptance criterion for a new trial step. in contrast, the monotone ratio or a hybrid of monotone and nonmonotone ratios is proposed as a criterion for updating the trust-region radius. we investigate the global convergence to first- and second-order stationary points for the proposed approaches under certain classical assumptions.  initial numerical results indicate that the proposed methods significantly enhance the performance of nonmonotone trust-region methods.
کلیدواژه unconstrained optimization ,trust-region framework ,trust-region radius ,nonmonotone technique
آدرس razi university, faculty of science, department of mathematics, iran, amirkabir university of technology, faculty of mathematics and computer science, iran
پست الکترونیکی mrashidi@aut.ac.ir
 
     
   
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