In this paper, a new trust region algorithm is proposed for solving unconstrained optimization problems. This method can be regarded as a combination of trust region technique, fixed step-length and ODE-based methods. A feature of this proposed method is that at each iteration, only a system of line
โฆ LIBER โฆ
On D-optimality based trust regions for black-box optimization problems
โ Scribed by Lonneke Driessen; Ruud Brekelmans; Herbert Hamers; Dick den Hertog
- Publisher
- Springer-Verlag
- Year
- 2005
- Tongue
- English
- Weight
- 345 KB
- Volume
- 31
- Category
- Article
- ISSN
- 1615-1488
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## a b s t r a c t In this paper, we incorporate a nonmonotone technique with the new proposed adaptive trust region radius (Shi and Guo, 2008) [4] in order to propose a new nonmonotone trust region method with an adaptive radius for unconstrained optimization. Both the nonmonotone techniques and