文章基本信息

标题：An Improved Line Search and Trust Region Algorithm
本地全文：下载
作者：Qinghua Zhou ; Yarui Zhang ; Xiaoli Zhang 等
期刊名称：Journal of Software Engineering and Applications
印刷版ISSN：1945-3116
电子版ISSN：1945-3124
出版年度：2013
卷号：6
期号：5B
页码：49-52
DOI：10.4236/jsea.2013.65B010
出版社：Scientific Research Publishing
摘要：In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.
关键词：Trust Region Algorithms; Trust Region Subproblem; Line Search; Unconstrained Optimization