Title :
A Collinear Scaling Algorithm with Adaptive Trust Region for Unconstrained Optimization
Author_Institution :
Sch. of Math. & Phys. Sci., Xuzhou Inst. of Technol., Xuzhou, China
Abstract :
This paper is concerned with a collinear scaling algorithm based on adaptive trust region for unconstrained optimization. Under certain mild conditions, we establish the global convergence result of the proposed method. We can accomplish our algorithm with the simpler symmetric-rank-1 qusi-Newton updating formula. Numerical results show that the new method is efficient.
Keywords :
Newton method; convergence of numerical methods; optimisation; adaptive trust region; collinear scaling algorithm; global convergence; symmetric-rank-1 qusi-Newton formula; unconstrained optimization; Approximation algorithms; Convergence of numerical methods; Mathematics; Paper technology; Physics computing; Symmetric matrices; adaptive trust region; collinear scaling; global convergence; unconstrained optimization;
Conference_Titel :
Information and Computing Science, 2009. ICIC '09. Second International Conference on
Conference_Location :
Manchester
Print_ISBN :
978-0-7695-3634-7
DOI :
10.1109/ICIC.2009.257
