An adaptive trust region method and its convergence

Xiangsun Zhang, Juliang Zhang*, Lizhi LIAO

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

72 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)620-631
Number of pages12
JournalScience in China, Series A: Mathematics, Physics, Astronomy
Volume45
Issue number5
Publication statusPublished - May 2002

Scopus Subject Areas

  • Mathematics(all)

User-Defined Keywords

  • Global convergence
  • Super-linear convergence
  • Trust region method
  • Unconstrained optimization

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