An Adaptive Trust Region Method Based on Simple Conic Models

A new adaptive trust region algorithm with simple conic models is proposed. By use of the simple conic model, the new method needs less memory capacitance and computational complexity. The nonmonotone and adaptive techniques are introduced to improve the efficiency of the proposed algorithm. The con...

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Bibliographic Details
Published in:Journal of mathematical modelling and algorithms in operations research 2015-12, Vol.14 (4), p.453-467
Main Authors: Zhou, Qunyan, Zhang, Chun
Format: Article
Language:English
Subjects:
Adaptive algorithms
Algorithms
Approximation
Computational efficiency
Conics
Convergence
Data Mining and Knowledge Discovery
Management Science
Mathematical analysis
Mathematical Modeling and Industrial Mathematics
Mathematical models
Mathematics
Mathematics and Statistics
Methods
Operations Research
Optimization
Studies
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Summary:A new adaptive trust region algorithm with simple conic models is proposed. By use of the simple conic model, the new method needs less memory capacitance and computational complexity. The nonmonotone and adaptive techniques are introduced to improve the efficiency of the proposed algorithm. The convergence results of the method are proved under certain conditions. Numerical tests show that the new algorithm is efficient and robust.
ISSN:2214-2487
2214-2495
DOI:10.1007/s10852-015-9279-y