[PDF][PDF] A modified trust-region method for solving unconstrained optimization

MAK Shiker, Z Sahib - Journal of Engineering and Applied …, 2018 - cdnx.uobabylon.edu.iq
MAK Shiker, Z Sahib
Journal of Engineering and Applied Sciences, 2018cdnx.uobabylon.edu.iq
In this work, we present a new radius for a modified trust region method and used them to
solve the large-scale unconstrained optimization. Our approach increases and improves the
robustness and efficiency of the trust-region frameworks as well as decrease the
computational cost of the algorithm by decreasing the number of the trust-region
subproblems that must resolved when the trail step rejected. Theoretical analysis shows that
the new approach conserve the global convergence to the first-order critical points under …
Abstract
In this work, we present a new radius for a modified trust region method and used them to solve the large-scale unconstrained optimization. Our approach increases and improves the robustness and efficiency of the trust-region frameworks as well as decrease the computational cost of the algorithm by decreasing the number of the trust-region subproblems that must resolved when the trail step rejected. Theoretical analysis shows that the new approach conserve the global convergence to the first-order critical points under classical assumptions.
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