A quasi-Newton trust region method with a new conic model for the unconstrained optimization

被引：16
|
作者：
Lu, Xiaoping [1 ]
Ni, Qin [2 ]
机构：
[1] Nanjing Univ Aeronaut & Astronaut, Coll Econ & Management, Nanjing 210016, Peoples R China
[2] Nanjing Univ Aeronaut & Astronaut, Coll Sci, Nanjing 210016, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2008年 / 204卷 / 01期
基金：
中国国家自然科学基金;
关键词：
unconstrained minimization; conic model; quasi-Newton method; trust region subproblem; dogleg algorithm;
D O I：
10.1016/j.amc.2008.06.062
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a simple dogleg algorithm for solving new conic model subproblems is proposed, and a quasi-Newton method based on the simple dogleg algorithm is developed. Then the global convergence of the method under some reasonable conditions is established. Numerical experiment shows that this method may be superior to the corresponding method with a quadratic model. (C) 2008 Elsevier Inc. All rights reserved.
引用
收藏
页码：373 / 384
页数：12
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