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 A modified trust region algorithm Zhu, ZW 2002 Source Publication OPTIMIZATION METHODS & SOFTWARE ISSN 1055-6788 Volume 17Issue:4Pages:587-604 Abstract 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. Keyword trust region method quasi-Newton method unconstrained optimization nonlinear optimization DOI 10.1080/1055678021000049336 Language 英语 WOS Research Area Computer Science ; Operations Research & Management Science ; Mathematics WOS Subject Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied WOS ID WOS:000178789300002 Publisher TAYLOR & FRANCIS LTD Citation statistics Document Type 期刊论文 Identifier http://ir.amss.ac.cn/handle/2S8OKBNM/17900 Collection 中国科学院数学与系统科学研究院 Corresponding Author Zhu, ZW Affiliation Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China Recommended CitationGB/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.
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