DocumentCode
3696002
Title
A New Nonmonotone Adaptive Trust Region Method for Unconstrained Optimization
Author
Xingli Li
Author_Institution
Zaozhuang Vocational Coll. of Sci. &
Volume
1
fYear
2015
Firstpage
274
Lastpage
277
Abstract
In this paper, we propose a nonmonotone adaptive trust region method for unconstrained optimization. Unlike traditional nonmonotone trust region methods, we construct a new ratio of actual descent and predicted descent and at each iteration this method can automatically adjust the trust region radius of related sub problem. The global convergence result of the algorithm is established.
Keywords
"Convergence","Optimization","Symmetric matrices","Adaptive systems","Sun","Robustness","Approximation methods"
Publisher
ieee
Conference_Titel
Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2015 7th International Conference on
Print_ISBN
978-1-4799-8645-3
Type
conf
DOI
10.1109/IHMSC.2015.229
Filename
7334702
Link To Document