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A new trust region method with adaptive radius for unconstrained optimization.
- Source :
- Optimization Methods & Software; Jun2012, Vol. 27 Issue 3, p419-429, 11p
- Publication Year :
- 2012
-
Abstract
- In this paper, we propose a new adaptive trust region method for unconstrained optimization problems. In the new method, we use the previous and the current iterative information and a new update rule to define the trust region radius at each iterate. The global and superlinear convergence properties of the method are established under reasonable assumptions. Preliminary numerical results show that the new method is efficient and attractive for unconstrained optimization problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 27
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 74217787
- Full Text :
- https://doi.org/10.1080/10556788.2010.526607