A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization
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 properti...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/610612 |
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| _version_ | 1832563985053908992 |
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| author | Yunlong Lu Wenyu Li Mingyuan Cao Yueting Yang |
| author_facet | Yunlong Lu Wenyu Li Mingyuan Cao Yueting Yang |
| author_sort | Yunlong Lu |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-53f600e9da724700ac49163217d3878f |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-53f600e9da724700ac49163217d3878f2025-02-03T01:12:05ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/610612610612A Novel Self-Adaptive Trust Region Algorithm for Unconstrained OptimizationYunlong Lu0Wenyu Li1Mingyuan Cao2Yueting Yang3School of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaA 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.http://dx.doi.org/10.1155/2014/610612 |
| spellingShingle | Yunlong Lu Wenyu Li Mingyuan Cao Yueting Yang A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization Journal of Applied Mathematics |
| title | A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization |
| title_full | A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization |
| title_fullStr | A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization |
| title_full_unstemmed | A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization |
| title_short | A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization |
| title_sort | novel self adaptive trust region algorithm for unconstrained optimization |
| url | http://dx.doi.org/10.1155/2014/610612 |
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