• DocumentCode
    3314863
  • Title

    A Modified BFGS Trust Region Method

  • Author

    Lu, Yunlong ; Jiang, Xiaowei ; Yang, Yueting

  • Author_Institution
    Sch. of Math., Beihua Univ., Jilin, China
  • Volume
    2
  • fYear
    2010
  • fDate
    28-31 May 2010
  • Firstpage
    46
  • Lastpage
    49
  • Abstract
    We propose a new trust region method that employs both the modified BFGS update and Amijio line search. The method exploits the information of function and gradient, and ensures the Hessian matrix of trust region subproblem positive-definite. At some assumptions, the global convergence and superlinear convergence property are proposed. Finally, numerical experiments show that the method is efficient.
  • Keywords
    Hessian matrices; convergence; gradient methods; optimisation; search problems; Armijo line search; Hessian matrix; global convergence; modified BFGS trust region method; superlinear convergence; trust region subproblem positive-definite; Convergence; Eigenvalues and eigenfunctions; Helium; Iterative algorithms; Iterative methods; Mathematics; Optimization methods; Armijio line search; global convergence; superlinear convergence; the modified BFGS update; trust region;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
  • Conference_Location
    Huangshan, Anhui
  • Print_ISBN
    978-1-4244-6812-6
  • Electronic_ISBN
    978-1-4244-6813-3
  • Type

    conf

  • DOI
    10.1109/CSO.2010.106
  • Filename
    5533135
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3314863