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Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
Tang, Mingyun1; Yuan, Ya-Xiang2
2010
Source PublicationCOMPUTATIONAL & APPLIED MATHEMATICS
ISSN0101-8205
Volume29Issue:2Pages:89-106
AbstractA 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.
Keywordtruncated conjugate gradient trust-region two subproblems backtracking convergence
Language英语
Funding ProjectChinese NSF[10831006] ; CAS[kjcx-yw-s7]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000280606800001
PublisherSOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/11052
Collection计算数学与科学工程计算研究所
Corresponding AuthorTang, Mingyun
Affiliation1.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
Recommended Citation
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.
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