scholarly journals A self-adaptive trust region method for the extended linear complementarity problems

2009 ◽  
Vol 54 (1) ◽  
pp. 53-65 ◽  
Author(s):  
Zhensheng Yu ◽  
Qiang Li
2011 ◽  
Vol 18 (9) ◽  
pp. 1303-1309 ◽  
Author(s):  
Zhaocheng Cui ◽  
Boying Wu

In this paper, we propose a new self-adaptive trust region method for unconstrained optimization problems and develop some convergence properties. In our algorithm, we use the previous and current iterative information to define a suitable trust region radius at each iteration. The global and superlinear convergence properties of the algorithm are established under reasonable assumptions. Preliminary numerical results show that the new method is efficient and attractive for solving unconstrained optimization problems.


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