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adaptive trust region method

RAIRO - Operations Research (1)

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1 results

Convergence analysis of adaptive trust region methods
Zhen-Jun Shi, Xiang-Sun Zhang, Jie Shen
Journal:

RAIRO - Operations Research / Volume 41 / Issue 1 / January 2007

Published online by Cambridge University Press:

15 June 2007, pp. 105-121

Print publication:

January 2007
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In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and theobjective function are more consistent at the current iterate. The global convergence, super-linear and quadratic convergence rate are analyzed under some mild conditions. Numericalresults show that some special adaptive trust region methods are available and efficient in practical computation.