A quasi-Newton trust region method with a new conic model for the unconstrained optimization

作者：Lu Xiaoping^*; Ni Qin

来源：Applied Mathematics and Computation, 2008, 204(1): 373-384.

DOI：10.1016/j.amc.2008.06.062

• unconstrained minimization
• conic model
• quasi-Newton method
• trust region subproblem
• dogleg algorithm

In this paper, a simple dogleg algorithm for solving new conic model subproblems is proposed, and a quasi-Newton method based on the simple dogleg algorithm is developed. Then the global convergence of the method under some reasonable conditions is established. Numerical experiment shows that this method may be superior to the corresponding method with a quadratic model.

• 出版日期2008-10-1
• 单位南京大学