A modified filter nonmonotone adaptive retrospective trust region method

PLoS One. 2021 Jun 17;16(6):e0253016. doi: 10.1371/journal.pone.0253016. eCollection 2021.

Abstract

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.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms*
  • Artificial Intelligence
  • Computer Simulation
  • Pattern Recognition, Automated / methods
  • Probability

Grants and funding

International Cooperation Program of Chengdu City, Project number: 2020-GH02-00023-HZ.