A new trust region method with adaptive radius

作者：Shi Zhen Jun^*; Guo Jinhua

来源：Computational Optimization and Applications, 2008, 41(2): 225-242.

DOI：10.1007/s10589-007-9099-8

• Unconstrained optimization
• Trust region method
• Global convergence
• Convergence rate

In this paper we develop a new trust region method with adaptive radius for unconstrained optimization problems. The new method can adjust the trust region radius automatically at each iteration and possibly reduces the number of solving subproblems. We investigate the global convergence and convergence rate of this new method under some mild conditions. Theoretical analysis and numerical results show that the new adaptive trust region radius is available and reasonable and the resultant trust region method is efficient in solving practical optimization problems.

• 出版日期2008-11
• 单位曲阜师范大学