A LINE SEARCH AND TRUST REGION ALGORITHM WITH TRUST REGION RADIUS CONVERGING TO ZERO

• 来源期刊: 计算数学(英文版)
• 关键词: Unconstrained optimization Trust region Line search.
• 年，卷（期）: 2004,（6）
• 页码范围: 865-872
• 页数: 8页
• 语种: 英文

摘要

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed. Point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.