A Trust Region Algorithm with Conjugate Gradient Technique for Optimization Problems |
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| Authors: | Gonglin Yuan Zengxin Wei |
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| Institution: | 1. Department of Mathematics and Information Science , Guangxi University , Nanning, Guangxi, P. R. China glyuan@gxu.edu.cn;3. Department of Mathematics and Information Science , Guangxi University , Nanning, Guangxi, P. R. China |
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| Abstract: | By means of a conjugate gradient strategy, we propose a trust region method for unconstrained optimization problems. The search direction is an adequate combination of the conjugate gradient direction and the trust-region direction. The global convergence and the quadratic convergence of this method are established under suitable conditions. Numerical results show that the presented method is competitive to the trust region method and the conjugate gradient method. |
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| Keywords: | Conjugate gradient Global convergence Trust region |
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