A new family of trust region algorithms for unconstrained optimization

	A new family of trust region algorithms for unconstrained optimization
	Dai, YH; Xu, DX
	2003-03-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	21 期号:2 页码:221-228
摘要	Trust region (TR) algorithms are a class of recently developed algorithms for nonlinear optimization. A new family of TR algorithms for unconstrained optimization, which is the extension of the usual TR method, is presented in this paper. When the objective function is bounded below and continuously, differentiable, and the norm of the Hesse approximations increases at most linearly with the iteration number, we prove the global convergence of the algorithms. Limited numerical results are reported, which indicate that our new TR algorithm is competitive.
关键词	trust region method global convergence quasi-Newton method unconstrained optimization nonlinear programming
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000182174300013
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18245
专题	计算数学与科学工程计算研究所
作者单位	Chinese Acad Sci, Acad Math & syst Sci, Inst Comp Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Dai, YH,Xu, DX. A new family of trust region algorithms for unconstrained optimization[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(2):221-228.
APA	Dai, YH,&Xu, DX.(2003).A new family of trust region algorithms for unconstrained optimization.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(2),221-228.
MLA	Dai, YH,et al."A new family of trust region algorithms for unconstrained optimization".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.2(2003):221-228.