Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search

	Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
	Tang, Mingyun 1; Yuan, Ya-Xiang2
	2010
发表期刊	COMPUTATIONAL & APPLIED MATHEMATICS
ISSN	0101-8205
卷号	29 期号:2 页码:89-106
摘要	A trust-region method with two subproblems and backtracking line search for solving unconstrained optimization is proposed. At every iteration, we use the truncated conjugate gradient method or its variation to solve one of the two subproblems approximately. Backtracking line search is carried out when the trust-region trail step fails. We show that this method have the same convergence properties as the traditional trust-region method based on the truncated conjugate gradient method. Numerical results show that this method is as reliable as the traditional one and more efficient in respect of iterations, CPU time and evaluations.
关键词	truncated conjugate gradient trust-region two subproblems backtracking convergence
语种	英语
资助项目	Chinese NSF[10831006] ; CAS[kjcx-yw-s7]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000280606800001
出版者	SOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11052
专题	计算数学与科学工程计算研究所
通讯作者	Tang, Mingyun
作者单位	1.China Agr Univ, Coll Sci, Beijing 100083, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Tang, Mingyun,Yuan, Ya-Xiang. Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search[J]. COMPUTATIONAL & APPLIED MATHEMATICS,2010,29(2):89-106.
APA	Tang, Mingyun,&Yuan, Ya-Xiang.(2010).Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search.COMPUTATIONAL & APPLIED MATHEMATICS,29(2),89-106.
MLA	Tang, Mingyun,et al."Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search".COMPUTATIONAL & APPLIED MATHEMATICS 29.2(2010):89-106.