A modified filter nonmonotone adaptive retrospective trust region method.

In this paper, aiming at the unconstrained optimization problem, a new nonmonotone adaptive retrospective trust region line search method is presented, which takes advantages of multidimensional filter technique to increase the acceptance probability of the trial step. The new nonmonotone trust regi...

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Autores principales:	Xianfeng Ding, Quan Qu, Xinyi Wang
Formato:	article
Lenguaje:	EN
Publicado:	Public Library of Science (PLoS) 2021
Materias:	Medicine R Science Q
Acceso en línea:	https://doaj.org/article/1504408b698f4da6904bef53e0b16fe9
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id	oai:doaj.org-article:1504408b698f4da6904bef53e0b16fe9
record_format	dspace
spelling	oai:doaj.org-article:1504408b698f4da6904bef53e0b16fe92021-12-02T20:10:27ZA modified filter nonmonotone adaptive retrospective trust region method.1932-620310.1371/journal.pone.0253016https://doaj.org/article/1504408b698f4da6904bef53e0b16fe92021-01-01T00:00:00Zhttps://doi.org/10.1371/journal.pone.0253016https://doaj.org/toc/1932-6203In this paper, aiming at the unconstrained optimization problem, a new nonmonotone adaptive retrospective trust region line search method is presented, which takes advantages of multidimensional filter technique to increase the acceptance probability of the trial step. The new nonmonotone trust region ratio is presented, which based on the convex combination of nonmonotone trust region ratio and retrospective ratio. The global convergence and the superlinear convergence of the algorithm are shown in the right circumstances. Comparative numerical experiments show the better effective and robustness.Xianfeng DingQuan QuXinyi WangPublic Library of Science (PLoS)articleMedicineRScienceQENPLoS ONE, Vol 16, Iss 6, p e0253016 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	Medicine R Science Q
spellingShingle	Medicine R Science Q Xianfeng Ding Quan Qu Xinyi Wang A modified filter nonmonotone adaptive retrospective trust region method.
description	In this paper, aiming at the unconstrained optimization problem, a new nonmonotone adaptive retrospective trust region line search method is presented, which takes advantages of multidimensional filter technique to increase the acceptance probability of the trial step. The new nonmonotone trust region ratio is presented, which based on the convex combination of nonmonotone trust region ratio and retrospective ratio. The global convergence and the superlinear convergence of the algorithm are shown in the right circumstances. Comparative numerical experiments show the better effective and robustness.
format	article
author	Xianfeng Ding Quan Qu Xinyi Wang
author_facet	Xianfeng Ding Quan Qu Xinyi Wang
author_sort	Xianfeng Ding
title	A modified filter nonmonotone adaptive retrospective trust region method.
title_short	A modified filter nonmonotone adaptive retrospective trust region method.
title_full	A modified filter nonmonotone adaptive retrospective trust region method.
title_fullStr	A modified filter nonmonotone adaptive retrospective trust region method.
title_full_unstemmed	A modified filter nonmonotone adaptive retrospective trust region method.
title_sort	modified filter nonmonotone adaptive retrospective trust region method.
publisher	Public Library of Science (PLoS)
publishDate	2021
url	https://doaj.org/article/1504408b698f4da6904bef53e0b16fe9
work_keys_str_mv	AT xianfengding amodifiedfilternonmonotoneadaptiveretrospectivetrustregionmethod AT quanqu amodifiedfilternonmonotoneadaptiveretrospectivetrustregionmethod AT xinyiwang amodifiedfilternonmonotoneadaptiveretrospectivetrustregionmethod AT xianfengding modifiedfilternonmonotoneadaptiveretrospectivetrustregionmethod AT quanqu modifiedfilternonmonotoneadaptiveretrospectivetrustregionmethod AT xinyiwang modifiedfilternonmonotoneadaptiveretrospectivetrustregionmethod
_version_	1718374985308831744

A modified filter nonmonotone adaptive retrospective trust region method.

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