|
|||||
|
|
An adaptive trust region method and its convergence |
|
| Authors: | Xiangsun?Zhang |
| Institution: | 1. Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China 2. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong |
| Abstract: | In this paper, a new trust region subproblem is proposed. The trust radius in the new subproblem adjusts itself adaptively. As a result, an adaptive trust region method is constructed based on the new trust region subproblem. The local and global convergence results of the adaptive trust region method are proved. Numerical results indicate that the new method is very efficient. |
| Keywords: | trust region method unconstrained optimization global convergence superlinear convergence |
| 本文献已被 万方数据 SpringerLink 等数据库收录！ | |