Title :
A filter trust region method of a new conic model for unconstrained optimization
Author :
Guangjun, Zhu ; Zengxin, Wei
Author_Institution :
Coll. of Math. & Inf. Sci., Guangxi Univ., Nanning, China
Abstract :
A trust-region algorithm based on new conic model is presented for unconstrained optimization problems by combining filter and nonmonotone technique. When a trial step is not successful, a filter line search is taken to reduce the number of re-solving subproblem as far as possible. The global convergence of the algorithm is proved under certain conditions. Numerical tests show the algorithm is effective.
Keywords :
filtering theory; optimisation; conic model; filter trust region method; nonmonotone technique; unconstrained optimization; unconstrained optimization problems; Filtering algorithms; Information filters; Mathematical model; Optimization; Programming; conic model; filter; trust-region algorithm; unconstrained optimization;
Conference_Titel :
Consumer Electronics, Communications and Networks (CECNet), 2011 International Conference on
Conference_Location :
XianNing
Print_ISBN :
978-1-61284-458-9
DOI :
10.1109/CECNET.2011.5768384
