A SELF-ADAPTIVE TRUST REGION ALGORITHM

被引：1
|
作者：
Long Hei (Institute of Computational Mathematics and Scientific/Engineering Computing
机构：
来源：
Journal of Computational Mathematics | 2003年 / 02期
关键词：
Trust region; Unconstrained optimization; Nonlinear optimization;
D O I：
暂无
中图分类号：
O241 [数值分析];
学科分类号：
摘要：
In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective function, rather than by simply enlarging or reducing the original trust region radius at a constant rate. We show that this new algorithm preserves the strong convergence property of traditional trust region methods. Numerical results are also presented.
引用
收藏
页码：229 / 236
页数：8
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