TY - JOUR
T1 - An adaptive trust region method and its convergence
AU - Zhang, Xiangsun
AU - Zhang, Juliang
AU - LIAO, Lizhi
N1 - Funding Information:
Acknowledgements The authors would like to thank Prof Y.-X. Yuan for providing the source programs for ref. [16]. Zhang Xiangsun was supported by the National Natural Science Foundation of China (Grant No. 39830070) and Hong Kong Baptist University; Zhang Juliang was supported by the National Natural Science Foundation of China (Grant No. 10171055); Liao Lizhi was supported by Hong Kong Baptist University.
PY - 2002/5
Y1 - 2002/5
N2 - 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.
AB - 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.
KW - Global convergence
KW - Super-linear convergence
KW - Trust region method
KW - Unconstrained optimization
UR - http://www.scopus.com/inward/record.url?scp=0038821465&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:0038821465
SN - 1006-9283
VL - 45
SP - 620
EP - 631
JO - Science in China, Series A: Mathematics, Physics, Astronomy
JF - Science in China, Series A: Mathematics, Physics, Astronomy
IS - 5
ER -