Abstract
In this work, we combine adaptive trust region method TRM with nonmonotone strategy to introduce a new algorithm to solve systems of unconstrained optimization problems depending on the simple quadratic model. The subproblems will be solving easier with the new approximation of the Hessian function. This technique does not need large capacity and is characterized by ease of application. We established the algorithm convergence with standard assumptions. The numerical results compered the performance of the new approach with three famous algorithms in terms of the time consumed to find the solution in addition to the number of iterations and the number of functions evaluations. From these results we can show that the new method is the best among the traditional algorithms.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.