Title :
An ODE Trust-Region Method for Unconstrained Optimization
Author :
Wang, Fanghua ; Gao, Chengxiu
Author_Institution :
Sch. of Math, & Comput. Sci., Xiangtan Univ. Xiangtan, Xiangtan, China
Abstract :
In this paper, on the basis of ODE methods and trust-region methods, we propose and analyze a new curvilinear trust-region method for unconstrained optimization. The new algorithm combines elements of ODE methods with elements of trust-region methods. Moreover, the new algorithm retains the quick covergence of trust-region method.
Keywords :
differential equations; optimisation; IMPBOT algorithm; ODE trust-region method; curvilinear trust-region method; ordinary differential equation; unconstrained optimization; Approximation algorithms; Convergence; Differential equations; Finite difference methods; Globalization; Minimization methods; Nonlinear equations; Optimization methods; Statistical analysis;
Conference_Titel :
Computational Intelligence and Software Engineering, 2009. CiSE 2009. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4507-3
Electronic_ISBN :
978-1-4244-4507-3
DOI :
10.1109/CISE.2009.5365095
