A novel self-adaptive trust region algorithm for unconstrained optimization (Q2336586): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1155/2014/610612 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1983688561 / rank | |||
Normal rank | |||
Revision as of 00:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel self-adaptive trust region algorithm for unconstrained optimization |
scientific article |
Statements
A novel self-adaptive trust region algorithm for unconstrained optimization (English)
0 references
19 November 2019
0 references
Summary: A new self-adaptive rule of trust region radius is introduced, which is given by a piecewise function on the ratio between the actual and predicted reductions of the objective function. A self-adaptive trust region method for unconstrained optimization problems is presented. The convergence properties of the method are established under reasonable assumptions. Preliminary numerical results show that the new method is significant and robust for solving unconstrained optimization problems.
0 references
