A new self-adaptive trust region method for unconstrained optimization
2011 ◽
Vol 18
(9)
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pp. 1303-1309
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Keyword(s):
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.
2005 ◽
Vol 163
(1)
◽
pp. 489-504
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2005 ◽
Vol 19
(1-2)
◽
pp. 165-177
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A New Nonmonotone Adaptive Retrospective Trust Region Method for Unconstrained Optimization Problems
2015 ◽
Vol 167
(2)
◽
pp. 676-692
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2009 ◽
Vol 232
(2)
◽
pp. 318-326
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2015 ◽
Vol 61
(2)
◽
pp. 321-341
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2010 ◽
Vol 60
(3)
◽
pp. 411-422
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