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
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;
Conference_Titel :
Information Science and Engineering (ICISE), 2010 2nd International Conference on
Conference_Location :
Hangzhou, China
Print_ISBN :
978-1-4244-7616-9
DOI :
10.1109/ICISE.2010.5690464
