عنوان
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An Improved Adaptive Trust-Region Method for Unconstrained Optimization
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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unconstrained optimization, trust-region framework, nonmonotone technique, adaptive radius, convergence theory.
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چکیده
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In this study, we propose a trust-region-based procedure to solve unco-strained optimization problems that take advantage of the nonmonotone technique to introduce an ecient adaptive radius strategy. In our approach, the adaptive tech- nique leads to decreasing the total number of iterations, while utilizing the structure of nonmonotone formula helps us to handle large-scale problems. The new algorithm preserves the global convergence and has quadratic convergence under suitable con- ditions. Preliminary numerical experiments on standard test problems indicate the eciency and robustness of the proposed approach for solving unconstrained opti- mization problems.
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پژوهشگران
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حمید اسمعیلی (نفر اول)، مرتضی کیمیایی (نفر دوم)
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