A new trust region filter algorithm
type: Item
instance of: scholarly article
title: A new trust region filter algorithm
zbMATH Open document ID: 1167.65034
author: Shujun Li
author: Zhenhai Liu
published in: Applied Mathematics and Computation
publication date: 2009-01-14T00:00:00Z
review text: A trust region filter algorithm is the subject of this paper, where the authors propose a new strategy to choose the trust region during the optimization. The choice of the trust region radius is based on previous iterates and the current gradient norm. The global convergence of the algorithm is shown under usual assumptions. Numerical results are given for nine test problems with up to 500 variables out of the CUTE collection without specifying exactly the considered problems.
reviewed by: Andrea Walther
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 5491049
zbMATH Keywords: unconstrained optimization
zbMATH Keywords: trust region filter algorithm
zbMATH Keywords: adaptive trust region radius
zbMATH Keywords: global convergence
zbMATH Keywords: numerical results
describes a project that uses: minpack
MaRDI profile type: MaRDI publication profile
full work available at URL: j.amc.2008.07.007
OpenAlex ID: W1996561457
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DOI: 10.1016/J.AMC.2008.07.007
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description: scientific article; zbMATH DE number 5491049