scholarly journals A modified filter nonmonotone adaptive retrospective trust region method

PLoS ONE ◽  
2021 ◽  
Vol 16 (6) ◽  
pp. e0253016
Author(s):  
Xianfeng Ding ◽  
Quan Qu ◽  
Xinyi Wang
Keyword(s):  
Line Search ◽  
Optimization Problem ◽  
Convex Combination ◽  
Trust Region Method ◽  
Trust Region ◽  
Acceptance Probability ◽  
Unconstrained Optimization Problem ◽  
Line Search Method ◽  
The Right ◽  
Region Line

In this paper, aiming at the unconstrained optimization problem, a new nonmonotone adaptive retrospective trust region line search method is presented, which takes advantages of multidimensional filter technique to increase the acceptance probability of the trial step. The new nonmonotone trust region ratio is presented, which based on the convex combination of nonmonotone trust region ratio and retrospective ratio. The global convergence and the superlinear convergence of the algorithm are shown in the right circumstances. Comparative numerical experiments show the better effective and robustness.

scholarly journals A randomized adaptive trust region line search method

2020 ◽  
Vol 10 (2) ◽  
pp. 259-263
Author(s):  
Saman Babaie-Kafaki ◽  
Saeed Rezaee
Keyword(s):  
Simulated Annealing ◽  
Numerical Experiments ◽  
Line Search ◽  
Optimization Problems ◽  
Trust Region ◽  
Search Method ◽  
Test Problems ◽  
Unconstrained Optimization Problems ◽  
Line Search Method ◽  
Region Line

Hybridizing the trust region, line search and simulated annealing methods, we develop a heuristic algorithm for solving unconstrained optimization problems. We make some numerical experiments on a set of CUTEr test problems to investigate efficiency of the suggested algorithm. The results show that the algorithm is practically promising.

A modified nonmonotone trust region line search method

2017 ◽  
Vol 57 (1-2) ◽  
pp. 421-436 ◽  
Author(s):  
Saeed Rezaee ◽  
Saman Babaie-Kafaki
Keyword(s):  
Line Search ◽  
Trust Region ◽  
Search Method ◽  
Line Search Method ◽  
Region Line

Two accelerated nonmonotone adaptive trust region line search methods

2017 ◽  
Vol 78 (3) ◽  
pp. 911-928 ◽  
Author(s):  
Saman Babaie–Kafaki ◽  
Saeed Rezaee
Keyword(s):  
Line Search ◽  
Trust Region ◽  
Search Methods ◽  
Line Search Methods ◽  
Region Line

scholarly journals A Nonmonotone Weighting Self-Adaptive Trust Region Algorithm for Unconstrained Nonconvex Optimization

2015 ◽  
Vol 2015 ◽  
pp. 1-8
Author(s):  
Yunlong Lu ◽  
Weiwei Yang ◽  
Wenyu Li ◽  
Xiaowei Jiang ◽  
Yueting Yang
Keyword(s):  
Nonconvex Optimization ◽  
Line Search ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Search Technique ◽  
Trust Region Algorithm ◽  
Unconstrained Optimization Problems ◽  
Line Search Technique ◽  
Self Adaptive

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.

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