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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Published in | Computers & mathematics with applications (1987) Vol. 57; no. 4; pp. 513 - 528 |
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Format | Journal Article |
Language | English |
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01.02.2009
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Abstract | 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. |
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AbstractList | 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. |
Author | Zhu, Ying Jiang, Su-Da Qu, Shao-Jian |
Author_xml | – sequence: 1 givenname: Shao-Jian surname: Qu fullname: Qu, Shao-Jian email: qushaojian@163.com organization: Harbin Institute of Technology, Harbin 150080, China – sequence: 2 givenname: Su-Da surname: Jiang fullname: Jiang, Su-Da organization: Engineering Department, Huawei Institute of Technology, Nanjing 210032, China – sequence: 3 givenname: Ying surname: Zhu fullname: Zhu, Ying organization: Engineering Department, Huawei Institute of Technology, Nanjing 210032, China |
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Cites_doi | 10.1080/02331939208843768 10.1023/A:1012955122229 10.1145/355934.355936 10.1007/BF01580735 10.1007/BF02238081 10.1137/0717023 10.1145/356056.356066 10.1007/BF02591998 10.1007/BF00942189 10.1080/10556789608805637 10.1137/0722003 10.1137/0906019 |
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Keywords | Trust-region Curvilinear paths Conic model Unconstrained optimization Convergence properties |
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Mathematics and Software doi: 10.1145/355934.355936 contributor: fullname: Moré – volume: 40 start-page: 247 year: 1988 ident: 10.1016/j.camwa.2008.10.092_b16 article-title: Approximate solution of the trust-region problem by minimization over two-dimensional subspaces publication-title: Mathematical Programming doi: 10.1007/BF01580735 contributor: fullname: Byrd – year: 1997 ident: 10.1016/j.camwa.2008.10.092_b17 contributor: fullname: Yuan – volume: 19 start-page: 347 year: 2005 ident: 10.1016/j.camwa.2008.10.092_b12 article-title: An adaptive approach of coinc trust-region method for unconstrained optimization problems publication-title: Journal of Applied Mathematics and Computation contributor: fullname: Fu – volume: 54 start-page: 83 year: 1995 ident: 10.1016/j.camwa.2008.10.092_b8 article-title: Interpolation by conic model for unconstrained optimization publication-title: Computing doi: 10.1007/BF02238081 contributor: fullname: Sheng – volume: 13 start-page: 43 year: 1996 ident: 10.1016/j.camwa.2008.10.092_b9 article-title: On nonquadratic model optimization methods publication-title: Asia and Pacific Journal of Operational Research contributor: fullname: Sun – year: 2000 ident: 10.1016/j.camwa.2008.10.092_b5 contributor: fullname: Conn – volume: 17 start-page: 268 year: 1980 ident: 10.1016/j.camwa.2008.10.092_b6 article-title: Conic approximation and collinear scaling for optimizers publication-title: SIAM Journal on Numerical Analysis doi: 10.1137/0717023 contributor: fullname: Davidon – volume: 9 start-page: 503 year: 1983 ident: 10.1016/j.camwa.2008.10.092_b3 article-title: Algorithm 611, subroutines for unconstrained minimization using a model/trust region approach publication-title: ACM Transaction Mathematics and Software doi: 10.1145/356056.356066 contributor: fullname: Gay – volume: 29 start-page: 297 year: 1984 ident: 10.1016/j.camwa.2008.10.092_b2 article-title: On the global convergence of trust region algorithms for unconstrained minimization publication-title: Mathematical Programming doi: 10.1007/BF02591998 contributor: fullname: Powell – volume: 47 start-page: 413 year: 1985 ident: 10.1016/j.camwa.2008.10.092_b14 article-title: A restricted trust region algorithm for unconstrained optimization publication-title: Journal of Optimizational Theory and Applications doi: 10.1007/BF00942189 contributor: fullname: Bulteau – volume: 6 start-page: 237 year: 1996 ident: 10.1016/j.camwa.2008.10.092_b11 article-title: Trust region method for conic model to solve unconstrained optimization problems publication-title: Optimization Methods and Software doi: 10.1080/10556789608805637 contributor: fullname: Di – volume: 22 start-page: 47 year: 1985 ident: 10.1016/j.camwa.2008.10.092_b15 article-title: A family of trust-region-based algorithms for unconstrained minimization with strong global convergence properties publication-title: SIAM Journal on Numerical Analysis doi: 10.1137/0722003 contributor: fullname: Shultz – 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SubjectTerms | Approximation Conic model Conics Convergence Convergence properties Curvilinear paths Exact solutions Mathematical analysis Mathematical models Optimization Preserves Trust-region Unconstrained optimization |
Title | A conic trust-region method and its convergence properties |
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