SUBSPACE TRUST-REGION ALGORITHM WITH CONIC MODEL FOR UNCONSTRAINED OPTIMIZATION

被引：3
|
作者：
Zhang, Xin [1 ]
Wen, Jie [2 ]
Ni, Qin [2 ]
机构：
[1] Nanjing Univ, Jinling Coll, Nanjing 210089, Peoples R China
[2] Nanjing Univ Aeronaut & Astronaut, Nanjing 210016, Peoples R China
来源：
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION | 2013年 / 3卷 / 02期
关键词：
Unconstrained optimization; conic model; subspace method; trust region method; global convergence;
D O I：
10.3934/naco.2013.3.223
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
SUBSPACE In this paper, a new subspace algorithm is proposed for unconstrained optimization. In this new algorithm, the subspace technique is used in the trust region subproblem with conic model, and the dogleg method is modified to solve this subproblem. The global convergence of this algorithm under some reasonable conditions is established. Numerical experiment shows that this algorithm may be superior to the corresponding algorithm without using subspace technique especially for large scale problems.
引用
收藏
页码：223 / 234
页数：12
相关论文
共 50 条
  • [1] A trust-region method with a conic model for unconstrained optimization
    Qu, Shao-Jian
    Jiang, Su-Da
    [J]. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2008, 31 (15) : 1780 - 1808
  • [2] A nonmonotone trust-region method of conic model for unconstrained optimization
    Qu, Shao-Jian
    Zhang, Ke-Cun
    Zhang, Jian
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2008, 220 (1-2) : 119 - 128
  • [3] An adaptive conic trust-region method for unconstrained optimization
    Han, QM
    Sun, WY
    Han, JY
    Sampaio, RJB
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2005, 20 (06): : 665 - 677
  • [4] A new nonmonotone trust-region method of conic model for solving unconstrained optimization
    Ji, Ying
    Li, Yijun
    Zhang, Kecun
    Zhang, Xinli
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 233 (08) : 1746 - 1754
  • [5] A nonmonotone quasi-Newton trust-region method of conic model for unconstrained optimization
    Qu, Shao-Jian
    Zhang, Qing-Pu
    Jiang, Su-Da
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2009, 24 (03): : 339 - 367
  • [6] An adaptive approach of conic trust-region method for unconstrained optimization problems
    Fu J.
    Sun W.
    De Sampaio R.J.B.
    [J]. Journal of Applied Mathematics and Computing, 2005, 19 (1-2) : 165 - 177
  • [7] A trust region method for conic model to solve unconstrained optimization
    Di, S
    Sun, WY
    [J]. OPTIMIZATION METHODS & SOFTWARE, 1996, 6 (04): : 237 - 263
  • [8] Trust region method for conic model to solve unconstrained optimization
    Di, Simon
    Sun, Wenyu
    [J]. Optimization Methods and Software, 1996, 6 (04) : 237 - 263
  • [9] A DERIVATIVE-FREE TRUST-REGION ALGORITHM FOR UNCONSTRAINED OPTIMIZATION WITH CONTROLLED
    Takaki, Jun
    Yamashita, Nobuo
    [J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2011, 1 (01): : 117 - 145
  • [10] Adaptive trust-region algorithms for unconstrained optimization
    Rezapour, Mostafa
    Asaki, Thomas J.
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2021, 36 (05): : 1059 - 1081
12345