Year: 2004
Author: Jinyan Fan, Wenbao Ai, Qunying Zhang
Journal of Computational Mathematics, Vol. 22 (2004), Iss. 6 : pp. 865–872
Abstract
In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2004-JCM-10290
Journal of Computational Mathematics, Vol. 22 (2004), Iss. 6 : pp. 865–872
Published online: 2004-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: Unconstrained optimization Trust region Line search.