Acta mathematica scientia,Series A ›› 2010, Vol. 30 ›› Issue (6): 1562-1574.

• Articles • Previous Articles     Next Articles

A New Trust Region Algorithm with Simple Quadratic Models and Line Search

 SUN Qing-Ying, DONG Jie-Hong, SANG Zhao-Yang   

  1. School of Mathematics and Computational Sciences, China University of Petroleum, Shandong Dongying |257061
  • Received:2008-06-15 Revised:2009-09-25 Online:2010-12-25 Published:2010-12-25
  • Supported by:

    国家自然科学基金(10971118)和中国石油大学自主创新科研计划项目(09CX04020A)资助

Abstract:

The authors propose a new trust region algorithm with simple quadratic models and larger Armijo line search rule. The global convergence property of the  new method is proved under the condition that the gradient of function is uniformly continuous. Numerical results show
that the new algorithm is efficient, and attractive for large-scale optimization problems.

Key words: Unconstrained optimization, Trust region method\ Larger Armijo line search rule, Convergence, Numerical experiment

CLC Number: 

  • 65K05
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