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Information Seminar Paper

Title

A NEW APPROACH FOR DETERMINING RADIUS IN NONMONOTONE TRUST-REGION ALGORITHMS

Pages

 Start Page | End Page

Abstract

 IN THIS STUDY, WE INTRODUCE TWO EFFECTIVE NONMONOTONE TRUST-REGION ALGORITHMS FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS SPECIFYING RADIUSES MORE PRACTICALLY THAN THE TRADITIONAL NONMONOTONE TRUST-REGION STRUCTURE. THE TRADITIONAL NONMONOTONE TRUST-REGION FRAMEWORK EMPLOYS A NONMONOTONE RATIO AS A MEASURE BOTH TO ACCEPT NEW POINT AND TO UPDATE THE TRUST REGION RADIUS. ALTHOUGH THIS IDEA IS EFFICIENT FOR HIGHLY NONLINEAR PROBLEMS, IT INCREASE THE TRUST-REGION RADIUS MORE THAN WHAT IS NEEDED, ESPECIALLY FOR COMMON PRACTICAL PROBLEMS. THE INTRODUCED FRAMEWORKS SUGGEST TAKING ADVANTAGE OF NONMONOTONE RATIOS JUST AS AN ACCEPTANCE CRITERION FOR A NEW TRIAL STEP, WHILE IT IS ADVISED TO EXPLOIT THE TRADITIONAL MONOTONE RATIO OR A HYBRID OF MONOTONE AND NONMONOTONE RATIOS FOR UPDATING THE TRUST-REGION RADIUS.

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