A New Filter Nonmonotone Adaptive Trust Region Method for Unconstrained Optimization

In this paper, a new filter nonmonotone adaptive trust region with fixed step length for unconstrained optimization is proposed. The trust region radius adopts a new adaptive strategy to overcome additional computational costs at each iteration. A new nonmonotone trust region ratio is introduced. Wh...

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Bibliographic Details
Main Authors: Xinyi Wang, Xianfeng Ding, Quan Qu
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/12/2/208