• DocumentCode
    2129435
  • Title

    An adaptive retrospective trust region method for unconstrained optimization

  • Author

    Miao, Xiujin ; Liu, Zhenhai

  • Author_Institution
    School of Mathematical Sciences and Computing Technology, Central South University, Changsha, Hunan 410075, China
  • fYear
    2010
  • fDate
    4-6 Dec. 2010
  • Firstpage
    957
  • Lastpage
    960
  • Abstract
    In this paper, we propose a new trust region method with the aid of a adaptive retrospective trust region radius update strategy. The radius in the new subproblem adjusts automatically based on gk, Bk and the previously successful one. Local superlinear is analyzed. The numerical results suggest that our algorithm is efficient in practical computation.
  • Keywords
    Convergence; Educational institutions; Mathematical programming; Operations research; Software; Software algorithms; adaptive retrospective strategy; global convergence; trust region method; unconstrained optimization;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Science and Engineering (ICISE), 2010 2nd International Conference on
  • Conference_Location
    Hangzhou, China
  • Print_ISBN
    978-1-4244-7616-9
  • Type

    conf

  • DOI
    10.1109/ICISE.2010.5690464
  • Filename
    5690464
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2129435