Abstract
In this paper, we propose a new adaptive trust region method for unconstrained optimization problems. In the new method, we use the previous and the current iterative information and a new update rule to define the trust region radius at each iterate. The global and superlinear convergence properties of the method are established under reasonable assumptions. Preliminary numerical results show that the new method is efficient and attractive for unconstrained optimization problems.
| Original language | English |
|---|---|
| Pages (from-to) | 419-429 |
| Number of pages | 11 |
| Journal | Optimization Methods and Software |
| Volume | 27 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Jun 2012 |
Keywords
- adaptive technique
- global convergence
- superlinear convergence
- trust region method
- unconstrained optimization
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