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A new trust region method with adaptive radius

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Abstract

In this paper we develop a new trust region method with adaptive radius for unconstrained optimization problems. The new method can adjust the trust region radius automatically at each iteration and possibly reduces the number of solving subproblems. We investigate the global convergence and convergence rate of this new method under some mild conditions. Theoretical analysis and numerical results show that the new adaptive trust region radius is available and reasonable and the resultant trust region method is efficient in solving practical optimization problems.

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Authors and Affiliations

  1. College of Operations Research and Management, Qufu Normal University, Rizhao, Shandong, 276826, People’s Republic of China

    Zhen-Jun Shi

  2. Department of Computer & Information Science, University of Michigan, Dearborn, MI, 48128, USA

    Zhen-Jun Shi & Jinhua Guo

Authors
  1. Zhen-Jun Shi
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  2. Jinhua Guo
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Corresponding author

Correspondence to Zhen-Jun Shi.

Additional information

The work was supported in part by NSF grant CNS-0521142, USA.

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Shi, ZJ., Guo, J. A new trust region method with adaptive radius. Comput Optim Appl 41, 225–242 (2008). https://doi.org/10.1007/s10589-007-9099-8

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  • DOI: https://doi.org/10.1007/s10589-007-9099-8

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