[HTML][HTML] A new trust region method for unconstrained optimization

ZJ Shi, JH Guo - Journal of Computational and Applied Mathematics, 2008 - Elsevier
Journal of Computational and Applied Mathematics, 2008Elsevier
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.
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.
Elsevier
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