A new trust region method for unconstrained optimization

被引：39

作者：

Shi, Zhen-Jun ^{[1
,2
]}

Guo, Jin-Hua ^{[2
]}

机构：

[1] Qufu Normal Univ, Coll Operat Res & Management, Rizhao 276826, Shandong, Peoples R China

[2] Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI 48128 USA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2008年 / 213卷 / 02期

基金：

美国国家科学基金会;

关键词：

unconstrained optimization; trust region method; global convergence; convergence rate;

D O I：

10.1016/j.cam.2007.01.027

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a new trust region method for unconstrained optimization problems. The new trust region method can automatically adjust the trust region radius of related subproblems at each iteration and has strong global convergence under some mild conditions. We also analyze the global linear convergence, local superlinear and quadratic convergence rate of the new method. Numerical results show that the new trust region method is available and efficient in practical computation. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：509 / 520

页数：12

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