An Improved Adaptive Trust-Region Method for Unconstrained Optimization
In this study, we propose a trust-region-based procedure to solve unconstrained optimization problems that take advantage of the nonmonotone technique to introduce an efficient adaptive radius strategy. In our approach, the adaptive technique leads to decreasing the total number of iterations, while...
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| Format: | Article |
| Language: | English |
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Vilnius Gediminas Technical University
2014-09-01
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| Series: | Mathematical Modelling and Analysis |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/MMA/article/view/3309 |
| _version_ | 1811191496741748736 |
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| author | Hamid Esmaeili Morteza Kimiaei |
| author_facet | Hamid Esmaeili Morteza Kimiaei |
| author_sort | Hamid Esmaeili |
| collection | DOAJ |
| description | In this study, we propose a trust-region-based procedure to solve unconstrained optimization problems that take advantage of the nonmonotone technique to introduce an efficient adaptive radius strategy. In our approach, the adaptive technique leads to decreasing the total number of iterations, while utilizing the structure of nonmonotone formula helps us to handle large-scale problems. The new algorithm preserves the global convergence and has quadratic convergence under suitable conditions. Preliminary numerical experiments on standard test problems indicate the efficiency and robustness of the proposed approach for solving unconstrained optimization problems. |
| first_indexed | 2024-04-11T15:06:53Z |
| format | Article |
| id | doaj.art-15f42d1ed04247e5ad85dea8aecea3d0 |
| institution | Directory Open Access Journal |
| issn | 1392-6292 1648-3510 |
| language | English |
| last_indexed | 2024-04-11T15:06:53Z |
| publishDate | 2014-09-01 |
| publisher | Vilnius Gediminas Technical University |
| record_format | Article |
| series | Mathematical Modelling and Analysis |
| spelling | doaj.art-15f42d1ed04247e5ad85dea8aecea3d02022-12-22T04:16:47ZengVilnius Gediminas Technical UniversityMathematical Modelling and Analysis1392-62921648-35102014-09-0119410.3846/13926292.2014.956237An Improved Adaptive Trust-Region Method for Unconstrained OptimizationHamid Esmaeili0Morteza Kimiaei1Department of Mathematics, Faculty of Science, Bu-Ali Sina University Hamedan, IranDepartment of Mathematics, Asadabad Branch, Islamic Azad University Asadabad, IranIn this study, we propose a trust-region-based procedure to solve unconstrained optimization problems that take advantage of the nonmonotone technique to introduce an efficient adaptive radius strategy. In our approach, the adaptive technique leads to decreasing the total number of iterations, while utilizing the structure of nonmonotone formula helps us to handle large-scale problems. The new algorithm preserves the global convergence and has quadratic convergence under suitable conditions. Preliminary numerical experiments on standard test problems indicate the efficiency and robustness of the proposed approach for solving unconstrained optimization problems.https://journals.vgtu.lt/index.php/MMA/article/view/3309unconstrained optimizationtrust-region frameworknonmonotone techniqueadaptive radiusconvergence theory |
| spellingShingle | Hamid Esmaeili Morteza Kimiaei An Improved Adaptive Trust-Region Method for Unconstrained Optimization Mathematical Modelling and Analysis unconstrained optimization trust-region framework nonmonotone technique adaptive radius convergence theory |
| title | An Improved Adaptive Trust-Region Method for Unconstrained Optimization |
| title_full | An Improved Adaptive Trust-Region Method for Unconstrained Optimization |
| title_fullStr | An Improved Adaptive Trust-Region Method for Unconstrained Optimization |
| title_full_unstemmed | An Improved Adaptive Trust-Region Method for Unconstrained Optimization |
| title_short | An Improved Adaptive Trust-Region Method for Unconstrained Optimization |
| title_sort | improved adaptive trust region method for unconstrained optimization |
| topic | unconstrained optimization trust-region framework nonmonotone technique adaptive radius convergence theory |
| url | https://journals.vgtu.lt/index.php/MMA/article/view/3309 |
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