A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization | Zendy

Yunlong Lu | Zendy; Wenyu Li | Zendy; Mingyuan Cao | Zendy; Yueting Yang | Zendy

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A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization

Author(s) -

Yunlong Lu,

Wenyu Li,

Mingyuan Cao,

Yueting Yang

Publication year - 2014

Publication title -

journal of applied mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.307

H-Index - 43

eISSN - 1687-0042

pISSN - 1110-757X

DOI - 10.1155/2014/610612

Subject(s) - trust region , piecewise , convergence (economics) , mathematical optimization , function (biology) , optimization problem , computer science , algorithm , mathematics , optimization algorithm , radius , mathematical analysis , computer security , evolutionary biology , economics , biology , economic growth

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

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