Article ID: | iaor20073401 |
Country: | France |
Volume: | 41 |
Issue: | 1 |
Start Page Number: | 105 |
End Page Number: | 121 |
Publication Date: | Jan 2007 |
Journal: | RAIRO Operations Research |
Authors: | Zhang Xiang-Sun, Shen Jie, Shi Zhen-Jun |
Keywords: | trust regions |
In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, super-linear and quadratic convergence rate are analyzed under some mild conditions. Numerical results show that some special adaptive trust region methods are available and efficient in practical computation.