A new simple model trust-region method with generalized Barzilai-Borwein parameter for large-scale optimization (Q2360814): Difference between revisions

This paper proposes a trust region method with simple model for solving large-scale unconstrained optimization with objective function continuously differentiable. The method uses the generalized weak quasi-Newton equations as well as the scalar matrix approximation of the Hessian to generate a nonmonotone trust region algorithm with simple model. The global convergence of the algorithm is established. The efficiency of the algorithm is illustrated by some numerical experiments on a set of 56 nonlinear unconstrained optimization problems with dimensions ranging from 50 to 20000.