Scholars Bulletin (SB)
Volume-2 | Issue-04 | Sch. Bull.; 2016, 2(4): 185-191
Research Article
An Adjustable Algorithm Based on Non-Monotone Strategy for Optimization Problems
Shaojing Lian, Qiang Hua
Published : April 12, 2016
Abstract
Abstract: This paper devotes to incorporating a non-monotone strategy with an adjusted trust region radius to propose a more efficient trust region approach for unconstrained optimization. The primary objective of the paper is to introduce a more relaxed trust region approach based on a novel extension in trust region ratio and radius. The global convergence is proved under some reasonable conditionst.