A novel nonmonotone trust region method based on the Metropolis criterion for solving unconstrained optimization

A novel nonmonotone trust region method based on the Metropolis criterion for solving unconstrained optimization

In this paper, we propose a novel nonmonotone trust region method that incorporates the Metropolis criterion to construct a new function sequence. This sequence is used to update both the trust region ratio and the iteration criterion, increasing the likelihood of accepting the current trial step an...

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Bibliographic Details
Main Authors: Yiting Zhang, Chongyang He, Wanting Yuan, Mingyuan Cao
Format: Article
Language:English
Published: AIMS Press 2024-11-01
Series:AIMS Mathematics
Subjects:
optimization
trust region method
line search
metropolis criterion
nonmonotone
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20241528?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.20241528?viewType=HTML

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