首页 | 官方网站   微博 | 高级检索  
     


Two accelerated nonmonotone adaptive trust region line search methods
Authors:Saman Babaie–Kafaki  Saeed Rezaee
Affiliation:1.Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science,Semnan University,Semnan,Iran
Abstract:Hybridizing monotone and nonmonotone approaches, we employ a modified trust region ratio in which more information is provided about the agreement between the exact and the approximate models. Also, we use an adaptive trust region radius as well as two accelerated Armijo-type line search strategies to avoid resolving the trust region subproblem whenever a trial step is rejected. We show that the proposed algorithm is globally and locally superlinearly convergent. Comparative numerical experiments show practical efficiency of the proposed accelerated adaptive trust region algorithm.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司    京ICP备09084417号-23

京公网安备 11010802026262号