دوره 16، شماره 1 - ( 1-1400 )                   جلد 16 شماره 1 صفحات 33-15 | برگشت به فهرست نسخه ها

XML Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

kimiaei M, esmaeili H, rahpeymaii F. A Trust-region Method using Extended Nonmonotone Technique for Unconstrained Optimization. IJMSI 2021; 16 (1) :15-33
URL: http://ijmsi.ir/article-1-1188-fa.html
A Trust-region Method using Extended Nonmonotone Technique for Unconstrained Optimization. مجله علوم ریاضی و انفورماتیک. 1400; 16 (1) :15-33

URL: http://ijmsi.ir/article-1-1188-fa.html


چکیده:  
In this paper, we present a nonmonotone trust-region algorithm for unconstrained optimization. We first introduce a variant of the nonmonotone strategy proposed by Ahookhosh and Amini cite{AhA 01} and incorporate it into the trust-region framework to construct a more efficient approach. Our new nonmonotone strategy combines the current function value with the maximum function values in some prior successful iterates. For iterates far away
from the optimizer, we give a very strong nonmonotone strategy. In the vicinity of the optimizer, we have a weaker nonmonotone strategy. It leads to a medium nonmonotone strategy when iterates are not far away from or close to the optimizer. Theoretical analysis indicates that the new approach converges globally to a first-order critical point under classical assumptions. In addition, the local convergence is also studied. Extensive numerical experiments for unconstrained optimization problems are reported.
نوع مطالعه: پژوهشي | موضوع مقاله: عمومى

ارسال نظر درباره این مقاله : نام کاربری یا پست الکترونیک شما:
CAPTCHA

بازنشر اطلاعات
Creative Commons License این مقاله تحت شرایط Creative Commons Attribution-NonCommercial 4.0 International License قابل بازنشر است.

کلیه حقوق این وب سایت متعلق به نشریه علوم ریاضی و انفورماتیک می باشد.

طراحی و برنامه نویسی : یکتاوب افزار شرق

© 2024 CC BY-NC 4.0 | Iranian Journal of Mathematical Sciences and Informatics

Designed & Developed by : Yektaweb