Home > Papers

 
 
A Nonmonotonic Self-Adaptive Trust Region Algorithm Without Line Search
Hang Dan 1 * #,Zhou Qunyan 2
1.Department of Basic Courses,Air Force Logistics College, Xuzhou , 221000，China
2.School of Mathematics and Physics Jiangsu University of Technology Changzhou, China.
*Correspondence author
#Submitted by
Subject:
Funding: This work is supported by NSF of the Higher Education Institutions of Jiangsu Province （No.12KJD110005, 13KJB110007）
Opened online: 8 October 2013
Accepted by: none
Citation: Hang Dan,Zhou Qunyan.A Nonmonotonic Self-Adaptive Trust Region Algorithm Without Line Search[OL]. [ 8 October 2013] http://en.paper.edu.cn/en_releasepaper/content/4562233
 
 
In this paper,we propose a nonmonotone trust region method for unconstrained optimization.Our method can be regarded as a combination of nonmonotone technique ,fixed steplength and self-adaptive trust region,when a trial step is not accepted ,the method doesn't resolve the subproblem but generates a iterative point whose steplength is defined by formula. Under mild conditions,we prove that the algorithm is global convergence and superlinear convergence. Numerical results are also presented.
Keywords:unconstrained optimization;trust region,;fixed steplength,;nonmonotonic technique;global convergence; superlinear convergencey.
 
 
 

For this paper
  • ● PDF (0B)
  • ● Revision 0 　　
  • ● Print this paper
  • ● Recommend this paper to a friend
  • ● Add to my favorite list

    Saved Papers

    Please enter a name for this paper to be shown in your personalized Saved Papers list

Tags
Add yours

Related Papers

Statistics
PDF Downloaded 135
Bookmarked 0
Recommend 5
Comments Array
Submit your papers