A new trust region filter algorithm

作者：Li, Shujun; Liu, Zhenhai^*

来源：Applied Mathematics and Computation, 2008, 204(1): 485-489.

DOI：10.1016/j.amc.2008.07.007

• unconstrained optimization
• trust region
• adaptive strategy
• filter method
• global convergence

In this paper, an adaptive trust region filter algorithm for unconstrained optimization is presented. The global convergence results of the algorithm are established and the numerical results show that the new algorithm is efficient in practical computation.

• 出版日期2008-10-1
• 单位长沙理工大学