Scholars Bulletin (SB)
Volume-4 | Issue-06 | 540-544
REVIEW ARTICLE
Non-Monotone Wedge Trust-Region Method for Derivative-Free Unconstrained Optimization
Fenghua Liu, Qinghua Zhou
Published : June 30, 2018
Abstract
We propose a non-monotone wedge trust region method for derivative-free optimization. Wedge trust region method based on traditional trust region is designed for derivative-free problems, and the non-monotone strategy is efficient to solve the trust region method. This paper combined the non-monotone strategy into wedge trust region methods, and the computational results proved the efficiency of the new composite strategy.