• Title of article

    A new trust region method for unconstrained optimization

  • Author/Authors

    Shi، نويسنده , , Zhen-Jun and Guo، نويسنده , , Jin-Hua، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    12
  • From page
    509
  • To page
    520
  • Abstract
    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.
  • Keywords
    Unconstrained optimization , Trust region method , global convergence , Convergence Rate
  • Journal title
    Journal of Computational and Applied Mathematics
  • Serial Year
    2008
  • Journal title
    Journal of Computational and Applied Mathematics
  • Record number

    1554233