An efficient nonmonotone trust-region method for unconstrained optimization |
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Authors: | Masoud?Ahookhosh Email author" target="_blank">Keyvan?AminiEmail author |
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Institution: | 1.Department of Mathematics, Faculty of Science,Razi University,Kermanshah,Iran |
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Abstract: | The monotone trust-region methods are well-known techniques for solving unconstrained optimization problems. While it is known
that the nonmonotone strategies not only can improve the likelihood of finding the global optimum but also can improve the
numerical performance of approaches, the traditional nonmonotone strategy contains some disadvantages. In order to overcome
to these drawbacks, we introduce a variant nonmonotone strategy and incorporate it into trust-region framework to construct
more reliable approach. The new nonmonotone strategy is a convex combination of the maximum of function value of some prior
successful iterates and the current function value. It is proved that the proposed algorithm possesses global convergence
to first-order and second-order stationary points under some classical assumptions. Preliminary numerical experiments indicate
that the new approach is considerably promising for solving unconstrained optimization problems. |
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Keywords: | |
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