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on determining radius in nonmonotone trust-region approaches
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نویسنده
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amini keyvan ,rashidi mehri
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منبع
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journal of mathematical modeling - 2023 - دوره : 11 - شماره : 3 - صفحه:507 -526
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چکیده
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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.
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کلیدواژه
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unconstrained optimization ,trust-region framework ,trust-region radius ,nonmonotone technique
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آدرس
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razi university, faculty of science, department of mathematics, iran, amirkabir university of technology, faculty of mathematics and computer science, iran
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پست الکترونیکی
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mrashidi@aut.ac.ir
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Authors
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