Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
type: Item
instance of: scholarly article
title: Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
zbMATH Open document ID: 1201.65104
DOI: 10.1590/S1807-03022010000200001
author: Mingyun Tang
author: Yaxiang Yuan
published in: Computational and Applied Mathematics
publication date: 2010-09-22T00:00:00Z
review text: The authors propose a trust-region method with two subproblems and backtracking line search for solving unconstrained optimization problems of the following form \(\min_{x\in\mathbb{R}^n}\,f(x)\). At every iteration, the authors use the truncated conjugate gradient method or ist variation to solve one of the two subproblems approximately. The authors show that the given method has the same convergence properties as the traditional trust-region method. Numerical results are given.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 5789941
zbMATH Keywords: truncated conjugate gradient
zbMATH Keywords: trust-region
zbMATH Keywords: two subproblems
zbMATH Keywords: backtracking
zbMATH Keywords: convergence
MaRDI profile type: MaRDI publication profile
full work available at URL: s1807-03022010000200001
OpenAlex ID: W1972785655
description: scientific article; zbMATH DE number 5789941