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Scholars Bulletin (SB)
Volume-3 | Issue-10 | Sch. Bull.; 2017, 3(10): 435-442
Research Article
Non-Monotone Conic Trust Region Method Combined with Line Search Strategy
Yunfeng Zhang, Qinghua Zhou
Published : Oct. 9, 2017
DOI : 10.21276/sb.2017.3.10.1
Abstract
Abstract: In this paper, we propose a non-monotone adaptive trust region algorithm based on conic model for solving unconstrained optimization problems. Unlike the traditional non-monotone trust-region method, our proposed algorithm avoids resolving the sub-problem whenever a trial step is rejected. Instead, it performs a non-monotone Armijo-type line search in direction of the rejected trial step to construct a new point. The algorithm can be regarded as a combination of non-monotone, line search and conic trust region method. Theoretical analysis indicates that the new approach preserves the global convergence to the first-order critical points under classical assumptions.
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