An adaptive conic trust-region method for unconstrained optimization

doi:10.1080/10556780410001697677

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	An adaptive conic trust-region method for unconstrained optimization
	Han, QM ; Sun, WY ; Han, JY ; Sampaio, RJB
	2005-12-01
发表期刊	OPTIMIZATION METHODS & SOFTWARE
ISSN	1055-6788
卷号	20 期号:6 页码:665-677
摘要	It is well known that among the current methods for unconstrained optimization problems the quasi-Newton methods with global strategy may be the most efficient methods, which have local superlinear convergence. However, when the iterative point is far away from the solution of the problem, quasi-Newton method may proceed slowly for the general unconstrained optimization problems. In this article an adaptive conic trust-region method for unconstrained optimization is presented. Not only the gradient information but also the values of the objective function are used to construct the local model at the current iterative point. Moreover, we define a concept of super steepest descent direction and embed its information into the local model. The amount of computation in each iteration of this adaptive algorithm is the same as that of the standard quasi-Newton method with trust region. Some numerical results show that the modified method requires fewer iterations than the standard methods to reach the solution of the optimization problem. Global and local convergence of the method is also analyzed.
关键词	trust-region method conic model Quasi-Newton method non-linear programming self-adjust strategy
DOI	10.1080/10556780410001697677
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:000234138300003
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/2265
专题	中国科学院数学与系统科学研究院
通讯作者	Sun, WY
作者单位	1.Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 3.Pontificia Univ Catolica Parana, Grad Program Prod & Syst Engn, BR-81611970 Curitiba, Parana, Brazil
推荐引用方式 GB/T 7714	Han, QM,Sun, WY,Han, JY,et al. An adaptive conic trust-region method for unconstrained optimization[J]. OPTIMIZATION METHODS & SOFTWARE,2005,20(6):665-677.
APA	Han, QM,Sun, WY,Han, JY,&Sampaio, RJB.(2005).An adaptive conic trust-region method for unconstrained optimization.OPTIMIZATION METHODS & SOFTWARE,20(6),665-677.
MLA	Han, QM,et al."An adaptive conic trust-region method for unconstrained optimization".OPTIMIZATION METHODS & SOFTWARE 20.6(2005):665-677.