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Erschienen in: Journal of Applied Mathematics and Computing 1-2/2020

20.04.2020 | Original Research

Two nonmonotone trust region algorithms based on an improved Newton method

verfasst von: T. Dehghan Niri, M. Heydari, M. M. Hosseini

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1-2/2020

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Abstract

In this paper, we present two improved regularized Newton methods for minimizing nonconvex functions with the trust region method. The fundamental idea of this method is based on the combination of nonmonotone Armijo-type line search proposed by Gu and Mo (Comput Math Appl 55:2158–2172, 2008) and the traditional trust region method. Under some standard assumptions, we analyze the global convergence property for the new methods. Primary numerical results are reported. The obtained results confirm the higher efficiency of the modified algorithms compared to the other presented algorithms.

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Metadaten
Titel
Two nonmonotone trust region algorithms based on an improved Newton method
verfasst von
T. Dehghan Niri
M. Heydari
M. M. Hosseini
Publikationsdatum
20.04.2020
Verlag
Springer Berlin Heidelberg
Erschienen in
Journal of Applied Mathematics and Computing / Ausgabe 1-2/2020
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-020-01350-7

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