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A new trust region method for unconstrained optimization

✍ Scribed by Zhen-Jun Shi; Jin-Hua Guo

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
179 KB
Volume
213
Category
Article
ISSN
0377-0427

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✦ Synopsis

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.

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