A conic trust-region method and its convergence properties

In this paper we consider a conic trust-region method for unconstrained optimization problems and analyze its convergence properties. We propose a convenient curvilinear search method to approximately solve the arising conic trust-region subproblem. Note that this approximate method preserves the st...

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Bibliographic Details
Published inComputers & mathematics with applications (1987) Vol. 57; no. 4; pp. 513 - 528
Main Authors Qu, Shao-Jian, Jiang, Su-Da, Zhu, Ying
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.02.2009
Subjects
Approximation
Conic model
Conics
Convergence
Convergence properties
Curvilinear paths
Exact solutions
Mathematical analysis
Mathematical models
Optimization
Preserves
Trust-region
Unconstrained optimization
Trust-region
Curvilinear paths
Conic model
Unconstrained optimization
Convergence properties
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Summary:In this paper we consider a conic trust-region method for unconstrained optimization problems and analyze its convergence properties. We propose a convenient curvilinear search method to approximately solve the arising conic trust-region subproblem. Note that this approximate method preserves the strong convergence properties of the exact solution methods and is easy to implement. Both the linear and superlinear convergence of the method are established under commonly used conditions. Numerical experiments are conducted to show the efficiency of the new method.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0898-1221
1873-7668
DOI:10.1016/j.camwa.2008.10.092