A hybrid trust region algorithm for unconstrained optimization (Q534267)
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English | A hybrid trust region algorithm for unconstrained optimization |
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A hybrid trust region algorithm for unconstrained optimization (English)
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17 May 2011
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The author considers unconstrained optimization problem consisting in minimization of a continuously differentiable function \(f: \mathbb{R}^n\to\mathbb{R}\). The paper presents a hybrid trust region algorithm for solving the problem. Global and superlinear convergence of the proposed algorithm is proved. The efficiency of the algorithm is demonstrated on numerical tests presented in the concluding part of the paper.
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trust region method
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line search technique
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unconstrained optimization
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