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
Link To Document