An adaptive approach of conic trust-region method for unconstrained optimization problems |
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| Authors: | Jinhua Fu Wenyu Sun Raimundo J. B. De Sampaio |
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| Affiliation: | 1. School of Mathematics and Computer Science, Nanjing Normal University, 210097, Nanjing, China
2. Graduate Program in Production and Systems Engineering (PPGEPS), Pontifical Catholic University of Parana (PUCPR), CEP 81611-970, Curitiba, Parana, Brazil
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| Abstract: | 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. |
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