A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization
A new trust region method is presented, which combines nonmonotone line search technique, a self-adaptive update rule for the trust region radius, and the weighting technique for the ratio between the actual reduction and the predicted reduction. Under reasonable assumptions, the global convergence...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2015-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2015/825839 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832560406496804864 |
|---|---|
| author | Yunlong Lu Weiwei Yang Wenyu Li Xiaowei Jiang Yueting Yang |
| author_facet | Yunlong Lu Weiwei Yang Wenyu Li Xiaowei Jiang Yueting Yang |
| author_sort | Yunlong Lu |
| collection | DOAJ |
| description | A new trust region method is presented, which combines nonmonotone line search technique, a self-adaptive update rule for the trust region radius, and the weighting technique for the ratio between the actual reduction and the predicted reduction. Under reasonable assumptions, the global convergence of the method is established for unconstrained nonconvex optimization. Numerical results show that the new method is efficient and robust for solving unconstrained optimization problems. |
| format | Article |
| id | doaj-art-9c9018e110fe483f9e11e87f4d774193 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2015-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-9c9018e110fe483f9e11e87f4d7741932025-02-03T01:27:41ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2015-01-01201510.1155/2015/825839825839A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex OptimizationYunlong Lu0Weiwei Yang1Wenyu Li2Xiaowei Jiang3Yueting Yang4School of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaA new trust region method is presented, which combines nonmonotone line search technique, a self-adaptive update rule for the trust region radius, and the weighting technique for the ratio between the actual reduction and the predicted reduction. Under reasonable assumptions, the global convergence of the method is established for unconstrained nonconvex optimization. Numerical results show that the new method is efficient and robust for solving unconstrained optimization problems.http://dx.doi.org/10.1155/2015/825839 |
| spellingShingle | Yunlong Lu Weiwei Yang Wenyu Li Xiaowei Jiang Yueting Yang A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization Discrete Dynamics in Nature and Society |
| title | A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization |
| title_full | A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization |
| title_fullStr | A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization |
| title_full_unstemmed | A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization |
| title_short | A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization |
| title_sort | nonmonotone weighting self adaptive trust region algorithm for unconstrained nonconvex optimization |
| url | http://dx.doi.org/10.1155/2015/825839 |
| work_keys_str_mv | AT yunlonglu anonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT weiweiyang anonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT wenyuli anonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT xiaoweijiang anonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT yuetingyang anonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT yunlonglu nonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT weiweiyang nonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT wenyuli nonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT xiaoweijiang nonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization AT yuetingyang nonmonotoneweightingselfadaptivetrustregionalgorithmforunconstrainednonconvexoptimization |