Search

Your search keyword '"Constrained optimization"' showing total 1 results
1 results on '"Constrained optimization"'

1. A nonmonotone adaptive trust region method for unconstrained optimization based on conic model

Author

Zhang, Jian, Zhang, Kecun, and Qu, Shaojian

Subjects
*MONOTONE operators, *CONSTRAINED optimization, *ADAPTIVE computing systems, *NUMERICAL analysis, *STOCHASTIC convergence, *MATHEMATICAL analysis
Abstract

Abstract: In this paper, we present a nonmonotone adaptive trust region method for unconstrained optimization based on conic model. The new method combines nonmonotone technique and a new way to determine trust region radius at each iteration. The local and global convergence properties are proved under reasonable assumptions. Numerical experiments show that our algorithm is effective. [ABSTRACT FROM AUTHOR]

Published
2010
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results