Volume 16, Issue 2 (7-2019)                   jor 2019, 16(2): 89-95 | Back to browse issues page

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Kamandi A, Amini K. A New Strategy for Choosing the Radius Adjusting Parameters in Trust Region Methods. jor 2019; 16 (2) :89-95
URL: http://jamlu.liau.ac.ir/article-1-1565-en.html
A New Strategy for Choosing the Radius Adjusting Parameters in Trust Region Methods
A. Kamandi , K. Amini *
Department of Mathematics, Razi University, Kermanshah, Iran
Abstract:   (3062 Views)
Trust region methods are a class of important and efficient methods for solving unconstrained optimization problems. The efficiency of these methods strongly depends on the initial parameter, especially radius adjusting parameters. In this paper, we propose a new strategy for choosing the radius adjusting parameters. Numerical results from testing the new idea to solve a class of unconstrained optimization problems from CUTEst package [7] show that the new idea increases the efficiency of trust region methods. 
Keywords: Unconstrained optimization, Trust region methods, Radius adjusting parameters
Full-Text [PDF 582 kb]   (994 Downloads)    
Type of Study: Research | Subject: Special
Received: 2017/09/22 | Accepted: 2019/03/1 | Published: 2019/07/15
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