A model-hybrid approach for unconstrained optimization problems

作者：Wang, Fu Sheng^*; Jian, Jin Bao; Wang, Chuan Long

来源：Numerical Algorithms, 2014, 66(4): 741-759.

DOI：10.1007/s11075-013-9757-0

• Nonlinear programming
• Unconstrained optimization
• Trust region methods
• Approximate model
• Hybrid approach

In this paper, we propose a model-hybrid approach for nonlinear optimization that employs both trust region method and quasi-Newton method, which can avoid possibly resolve the trust region subproblem if the trial step is not acceptable. In particular, unlike the traditional trust region methods, the new approach does not use a single approximate model from beginning to the end, but instead employs quadratic model or conic model at every iteration adaptively. We show that the new algorithm preserves the strong convergence properties of trust region methods. Numerical results are also presented.

• 出版日期2014-8
• 单位太原师范学院; 玉林师范学院