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A New Nonmonotonic Self-adaptive Trust Region Algorithm with Line Search

Yang Yang, Wenyu Sun

Open publisher page 1 citations

Abstract

We propose a new trust region algorithm which the trust region radius is updated at a variable rate.Moreover,the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem.A nonmonotonic criterion is also used to speed up the convergence.We establish the globM convergence of the new algorithm.Numerical results are also presented.

About this research paper

What this paper is about

We propose a new trust region algorithm which the trust region radius is updated at a variable rate.Moreover,the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem.A nonmonotonic criterion is also used to speed up the convergence.We establish the globM convergence of the new algorithm.Numerical results are also presented.

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OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Method / approach

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Available abstract

We propose a new trust region algorithm which the trust region radius is updated at a variable rate.Moreover,the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem.A nonmonotonic criterion is also used to speed up the convergence.We establish the globM convergence of the new algorithm.Numerical results are also presented.

Key concepts: Trust region, Line search, Convergence (economics), Backtracking, Algorithm, Mathematics, Line (geometry), Variable (mathematics)

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