A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization
Joint Authors
Lu, Yunlong
Yueting, Yang
Li, Wenyu
Mingyuan, Cao
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-14
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
A new self-adaptive rule of trust region radius is introduced, which is given by a piecewise function on the ratio between the actual and predicted reductions of the objective function.
A self-adaptive trust region method for unconstrained optimization problems is presented.
The convergence properties of the method are established under reasonable assumptions.
Preliminary numerical results show that the new method is significant and robust for solving unconstrained optimization problems.
American Psychological Association (APA)
Lu, Yunlong& Li, Wenyu& Mingyuan, Cao& Yueting, Yang. 2014. A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-484969
Modern Language Association (MLA)
Lu, Yunlong…[et al.]. A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization. Journal of Applied Mathematics No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-484969
American Medical Association (AMA)
Lu, Yunlong& Li, Wenyu& Mingyuan, Cao& Yueting, Yang. A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-484969
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-484969
