A quasi-Newton trust region method with a new conic model for the unconstrained optimization (Q2378932): Difference between revisions
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Revision as of 23:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-Newton trust region method with a new conic model for the unconstrained optimization |
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A quasi-Newton trust region method with a new conic model for the unconstrained optimization (English)
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14 January 2009
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The authors consider a trust region method for the solution of unconstrained nonlinear optimization problems. A quasi-Newton update is used to approximate the second order information and a conic model is employed for the trust region subproblem. Compared to earlier papers, the choice of a parameter for the conic model is modified such that it gives more flexibility during the solution procedure and allows a better approximation of the objective function. Additionally, a dogleg method is applied for the step determination. The corresponding algorithm is discussed in detail and a convergence proof is given. Numerical results are given for academic test problems with up to 2000 variables.
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unconstrained optimization
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trust region method
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conic model
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quasi-Newton method
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dogleg step
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algorithm
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convergence
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numerical results
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