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Volume 22, Issue 6
A Line Search and Trust Region Algorithm with Trust Region Radius Converging to Zero

Jinyan Fan, Wenbao Ai & Qunying Zhang

J. Comp. Math., 22 (2004), pp. 865-872.

Published online: 2004-12

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  • Abstract

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.

  • Keywords

Unconstrained optimization, Trust region, Line search.

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COPYRIGHT: © Global Science Press

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@Article{JCM-22-865, author = {Fan , JinyanAi , Wenbao and Zhang , Qunying}, title = {A Line Search and Trust Region Algorithm with Trust Region Radius Converging to Zero}, journal = {Journal of Computational Mathematics}, year = {2004}, volume = {22}, number = {6}, pages = {865--872}, abstract = {

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10290.html} }
TY - JOUR T1 - A Line Search and Trust Region Algorithm with Trust Region Radius Converging to Zero AU - Fan , Jinyan AU - Ai , Wenbao AU - Zhang , Qunying JO - Journal of Computational Mathematics VL - 6 SP - 865 EP - 872 PY - 2004 DA - 2004/12 SN - 22 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10290.html KW - Unconstrained optimization, Trust region, Line search. AB -

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.

Fan , JinyanAi , Wenbao and Zhang , Qunying. (2004). A Line Search and Trust Region Algorithm with Trust Region Radius Converging to Zero. Journal of Computational Mathematics. 22 (6). 865-872. doi:
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