• DocumentCode
    495001
  • Title

    A Collinear Scaling Algorithm with Adaptive Trust Region for Unconstrained Optimization

  • Author

    Yang, Yang

  • Author_Institution
    Sch. of Math. & Phys. Sci., Xuzhou Inst. of Technol., Xuzhou, China
  • Volume
    3
  • fYear
    2009
  • fDate
    21-22 May 2009
  • Firstpage
    204
  • Lastpage
    207
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information and Computing Science, 2009. ICIC '09. Second International Conference on
  • Conference_Location
    Manchester
  • Print_ISBN
    978-0-7695-3634-7
  • Type

    conf

  • DOI
    10.1109/ICIC.2009.257
  • Filename
    5168840