Title :
A New Nonmonotone Adaptive Trust Region Method for Unconstrained Optimization
Author_Institution :
Zaozhuang Vocational Coll. of Sci. &
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"
Conference_Titel :
Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2015 7th International Conference on
Print_ISBN :
978-1-4799-8645-3
DOI :
10.1109/IHMSC.2015.229