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2014 A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization
Yunlong Lu, Wenyu Li, Mingyuan Cao, Yueting Yang
J. Appl. Math. 2014: 1-8 (2014). DOI: 10.1155/2014/610612

Abstract

A new self-adaptive rule of trust region radius is introduced, which is given by a piecewise function on the ratio between the actual and predicted reductions of the objective function. A self-adaptive trust region method for unconstrained optimization problems is presented. The convergence properties of the method are established under reasonable assumptions. Preliminary numerical results show that the new method is significant and robust for solving unconstrained optimization problems.

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Yunlong Lu. Wenyu Li. Mingyuan Cao. Yueting Yang. "A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization." J. Appl. Math. 2014 1 - 8, 2014. https://doi.org/10.1155/2014/610612

Information

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07131737
MathSciNet: MR3198392
Digital Object Identifier: 10.1155/2014/610612

Rights: Copyright © 2014 Hindawi

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