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A conic trust-region method and its convergence properties

✍ Scribed by Shao-Jian Qu; Su-Da Jiang; Ying Zhu


Book ID
108077335
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
817 KB
Volume
57
Category
Article
ISSN
0898-1221

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## Abstract In this paper, we propose and analyze a new conic trust‐region algorithm for solving the unconstrained optimization problems. A new strategy is proposed to construct the conic model and the relevant conic trust‐region subproblems are solved by an approximate solution method. This approx

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In this paper, we present a nonmonotone trust-region method of conic model for unconstrained optimization. The new method combines a new trust-region subproblem of conic model proposed in [Y. Ji, S.J. Qu, Y.J. Wang, H.M. Li, A conic trust-region method for optimization with nonlinear equality and in