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On determining radius in nonmonotone trust-region approaches | ||
| Journal of Mathematical Modeling | ||
| مقاله 7، دوره 11، شماره 3، دی 2023، صفحه 507-526 اصل مقاله (216.66 K) | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22124/jmm.2023.24275.2174 | ||
| نویسندگان | ||
| Keyvan Amini* 1؛ Mehri Rashidi2 | ||
| 1Department of Mathematics, Faculty of Science, Razi University,Kermanshah, Iran | ||
| 2Faculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Iran | ||
| چکیده | ||
| This paper proposes two effective nonmonotone trust-region frameworks for solving nonlinear unconstrained optimization problems while provide a new effective policy to update the trust-region radius. Conventional nonmonotone trust-region algorithms apply a specific nonmonotone ratio to accept new trial step and update the trust-region radius. This paper recommends using the nonmonotone ratio only as an acceptance criterion for a new trial step. In contrast, the monotone ratio or a hybrid of monotone and nonmonotone ratios is proposed as a criterion for updating the trust-region radius. We investigate the global convergence to first- and second-order stationary points for the proposed approaches under certain classical assumptions. Initial numerical results indicate that the proposed methods significantly enhance the performance of nonmonotone trust-region methods. | ||
| کلیدواژهها | ||
| Unconstrained optimization؛ trust-region framework؛ trust-region radius؛ nonmonotone technique | ||
| مراجع | ||
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