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Scholars Bulletin (SB)
Volume-1 | Issue-08 | 2015, 1(8): 220-223
Research Article
A Non-Monotone Conic Trust Region Method with Fixed Step-Size
Baowei Liu
Published : Nov. 15, 2015
DOI : N/A
Abstract
Abstract: In this paper, a new non-monotone conic trust region method with fixed step-size based on conic models for solving unconstrained optimization problem is proposed. Unlike the traditional trust region methods, the sub-problem of our new algorithm is the conic minimization sub-problem. Moreover, we use the fixed step-size to obtain a new point when the trial step is not accepted. Theoretical analysis indicates that the new method preserves the global convergence under suitable conditions.
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