A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization
Keyword(s):
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.
Keyword(s):
2011 ◽
Vol 52-54
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pp. 920-925
A Simulated Annealing-Based Barzilai–Borwein Gradient Method for Unconstrained Optimization Problems
2019 ◽
Vol 36
(04)
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pp. 1950017
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2011 ◽
Vol 18
(9)
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pp. 1303-1309
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2011 ◽
Vol 28
(05)
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pp. 585-600
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2011 ◽
Vol 141
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pp. 92-97