A TRUST REGION ALGORITHM WITH CONJUGATE GRADIENT TECHNIQUE FOR OPTIMIZATION PROBLEMS

被引：9
作者：
Yuan, Gonglin [1 ]
Wei, Zengxin [1 ]
机构：
[1] Guangxi Univ, Dept Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China
来源：
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2011年 / 32卷 / 02期
关键词：
Conjugate gradient; Global convergence; Trust region; CONVERGENCE PROPERTIES; GLOBAL CONVERGENCE; LINE SEARCH; DESCENT; MINIMIZATION;
D O I：
10.1080/01630563.2010.532273
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
By means of a conjugate gradient strategy, we propose a trust region method for unconstrained optimization problems. The search direction is an adequate combination of the conjugate gradient direction and the trust-region direction. The global convergence and the quadratic convergence of this method are established under suitable conditions. Numerical results show that the presented method is competitive to the trust region method and the conjugate gradient method.
引用
收藏
页码：212 / 232
页数：21
相关论文
共 44 条
  • [1] DESCENT PROPERTY AND GLOBAL CONVERGENCE OF THE FLETCHER REEVES METHOD WITH INEXACT LINE SEARCH
    ALBAALI, M
    [J]. IMA JOURNAL OF NUMERICAL ANALYSIS, 1985, 5 (01) : 121 - 124
  • [2] An affine scaling trust-region approach to bound-constrained nonlinear systems
    Bellavia, S
    Macconi, M
    Morini, B
    [J]. APPLIED NUMERICAL MATHEMATICS, 2003, 44 (03) : 257 - 280
  • [3] Dai Y., 1998, NONLINEAR CONJUGATE
  • [4] A nonlinear conjugate gradient method with a strong global convergence property
    Dai, YH
    Yuan, Y
    [J]. SIAM JOURNAL ON OPTIMIZATION, 1999, 10 (01) : 177 - 182
  • [5] Trust region algorithm for nonsmooth optimization
    deSampaio, RJB
    Yuan, JY
    Sun, WY
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 1997, 85 (2-3) : 109 - 116
  • [6] Fan JY, 2003, J COMPUT MATH, V21, P625
  • [7] FLETCHER R, 1982, MATH PROGRAM STUD, V17, P67
  • [8] FUNCTION MINIMIZATION BY CONJUGATE GRADIENTS
    FLETCHER, R
    REEVES, CM
    [J]. COMPUTER JOURNAL, 1964, 7 (02) : 149 - &
  • [9] FLETCHER R, 1972, MATHEMATICAL PROGRAM, V2, P133
  • [10] Fletcher R., 1997, Practical Method of Optimization, Volume 1: Unconstrained Optimization,, V1
12345