A modified trust region algorithm

doi:10.1080/1055678021000049336

CSpace

	A modified trust region algorithm
	Zhu, ZW
	2002
发表期刊	OPTIMIZATION METHODS & SOFTWARE
ISSN	1055-6788
卷号	17 期号:4 页码:587-604
摘要	In this article, we propose an algorithm which solves unconstrained optimization problems by combining the trust region method with the quasi-Newton line search method. During consecutive trust region steps, when the quasi-Newton matrix B-k approximates the Hessian matrix of the objective function at x(k) well, the algorithm tries a full quasi-Newton step and, if this step is successful, continues trying quasi-Newton steps. On the other hand, when employing the line search method, if the quasi-Newton direction is nearly orthogonal to the gradient of the objective function or the step size becomes too small, the algorithm switches back to trust region steps. Convergence properties of the algorithm are proved, and numerical results are presented.
关键词	trust region method quasi-Newton method unconstrained optimization nonlinear optimization
DOI	10.1080/1055678021000049336
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000178789300002
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17900
专题	中国科学院数学与系统科学研究院
通讯作者	Zhu, ZW
作者单位	Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhu, ZW. A modified trust region algorithm[J]. OPTIMIZATION METHODS & SOFTWARE,2002,17(4):587-604.
APA	Zhu, ZW.(2002).A modified trust region algorithm.OPTIMIZATION METHODS & SOFTWARE,17(4),587-604.
MLA	Zhu, ZW."A modified trust region algorithm".OPTIMIZATION METHODS & SOFTWARE 17.4(2002):587-604.