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Hamid Esmaili

Academic rank: Professor
ORCID:
Education: PhD.
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Faculty: Faculty of Science
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Research

Title
An Improved Adaptive Trust-Region Method for Unconstrained Optimization
Type
JournalPaper
Keywords
unconstrained optimization, trust-region framework, nonmonotone technique, adaptive radius, convergence theory.
Year
2014
Journal Mathematical Modelling and Analysis
DOI
Researchers Hamid Esmaili ، morteza Kimiaei

Abstract

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.