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- Title
On determining radius in nonmonotone trust-region approaches.
- Authors
Amini, Keyvan; Rashidi, Mehri
- Abstract
This paper proposes two effective nonmonotone trust-region frameworks for solving nonlinear unconstrained optimization problems while provide a new effective policy to update the trust-region radius. Conventional nonmonotone trust-region algorithms apply a specific nonmonotone ratio to accept new trial step and update the trust-region radius. This paper recommends using the nonmonotone ratio only as an acceptance criterion for a new trial step. In contrast, the monotone ratio or a hybrid of monotone and nonmonotone ratios is proposed as a criterion for updating the trust-region radius. We investigate the global convergence to first- and second-order stationary points for the proposed approaches under certain classical assumptions. Initial numerical results indicate that the proposed methods significantly enhance the performance of nonmonotone trust-region methods.
- Subjects
NEW trials; RADIUS (Geometry)
- Publication
Journal of Mathematical Modeling (JMM), 2023, Vol 11, Issue 3, p507
- ISSN
2345-394X
- Publication type
Article
- DOI
10.22124/JMM.2023.24275.2174