An adaptive approach of conic trust-region method for unconstrained optimization problems

被引：9
|
作者：
Fu J. [1 ]
Sun W. [1 ]
De Sampaio R.J.B. [2 ]
机构：
[1] School of Mathematics and Computer Science, Nanjing Normal University
[2] Pontifical Catholic University of Parana (PUCPR), Graduate Program in Production and Systems Engineering (PPGEPS), CEP 81611-970 Curitiba, Parana
来源：
Journal of Applied Mathematics and Computing | 2005年 / 19卷 / 1-2期
关键词：
Conic model; Global convergence; Superlinear convergence; Trust region method; Unconstrained optimization;
D O I：
10.1007/BF02935796
中图分类号：
学科分类号：
摘要：
In this paper, an adaptive trust region method based on the conic model for unconstrained optimization problems is proposed and analyzed. We establish the global and superlinear convergence results of the method. Numerical tests are reported that confirm the efficiency of the new method. © 2005 Korean Society for Computational & Applied Mathematics and Korean SIGCAM.
引用
收藏
页码：165 / 177
页数：12
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