An Improved Line Search and Trust Region Algorithm

• 作者: Qinghua Zhou Xiaoli Zhang Yarui Zhang
• 来源期刊: 软件工程与应用(英文)
• 学科: 数学
• 关键词: TRUST REGION ALGORITHMS TRUST REGION Subproblem LINE SEARCH UNCONSTRAINED Optimization
• 年，卷（期）: 2013,（5）
• 页码范围: 49-52
• 页数: 4页
• 分类号: O22

摘要

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.