NDLI: Using a trust region method with nonmonotone technique to solve unrestricted optimization problem

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Using a trust region method with nonmonotone technique to solve unrestricted optimization problem

Content Provider	Scilit
Author	Dwail, Hasan H. Shiker, Mushtak A. K.
Copyright Year	2020
Description	Journal: Journal of Physics: Conference Series In this work, we combine adaptive trust region method TRM with nonmonotone strategy to introduce a new algorithm to solve systems of unconstrained optimization problems depending on the simple quadratic model. The subproblems will be solving easier with the new approximation of the Hessian function. This technique does not need large capacity and is characterized by ease of application. We established the algorithm convergence with standard assumptions. The numerical results compered the performance of the new approach with three famous algorithms in terms of the time consumed to find the solution in addition to the number of iterations and the number of functions evaluations. From these results we can show that the new method is the best among the traditional algorithms.
Related Links	https://iopscience.iop.org/article/10.1088/1742-6596/1664/1/012128/pdf
ISSN	17426588
e-ISSN	17426596
DOI	10.1088/1742-6596/1664/1/012128
Journal	Journal of Physics: Conference Series
Issue Number	1
Volume Number	1664
Language	English
Publisher	IOP Publishing
Publisher Date	2020-11-18
Access Restriction	Open
Subject Keyword	Journal: Journal of Physics: Conference Series Obstetrics and Gynecology
Content Type	Text
Resource Type	Article
Subject	Physics and Astronomy

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