In this paper, a new trust region algorithm is proposed for solving unconstrained optimization problems. This method can be regarded as a combination of trust region technique, fixed step-length and ODE-based methods. A feature of this proposed method is that at each iteration, only a system of line
An efficient trust region method for unconstrained discrete-time optimal control problems
โ Scribed by Thomas F. Coleman; Aiping Liao
- Publisher
- Springer US
- Year
- 1995
- Tongue
- English
- Weight
- 768 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0926-6003
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## a b s t r a c t In this paper, we incorporate a nonmonotone technique with the new proposed adaptive trust region radius (Shi and Guo, 2008) [4] in order to propose a new nonmonotone trust region method with an adaptive radius for unconstrained optimization. Both the nonmonotone techniques and
The solution to an optimum control problem is often determined by ful$lling necessary conditions for the optimality. It usually amounts to solving a two-point-boundary-value problem. Most computational schemes used for the solution are based on the first-order variation of performance index (PI). In