A New Non-monotoneWedge Trust-region Method for Derivative-free Unconstrained

Optimization

Yan Li1, Yan Zhan2

1School of Applied Mathematics, Beijing Normal University, Zhuhai, 519087, China

2Key Lab. of Machine Learning and Computational Intelligence, College of Mathematics and Information Science, Hebei University, Baoding, 071002, China

Abstract: A new wedge trust region method based on traditional trust region is designed for derivative-free problems. By combining a non-monotone strategy into wedge trust region methods, the new method is more efficient than the traditional one, and the results support the effectiveness of the new composite strategy.

Keywords: Wedge trust region; Non-monotone method; Unconstrained optimization; Derivative free

optimization