Article ID: | iaor200911686 |
Country: | United States |
Volume: | 41 |
Issue: | 2 |
Start Page Number: | 225 |
End Page Number: | 242 |
Publication Date: | Nov 2008 |
Journal: | Computational Optimization and Applications |
Authors: | Shi ZhenJun, Guo Jinhua |
Keywords: | trust regions |
In this paper we develop a new trust region method with adaptive radius for unconstrained optimization problems. The new method can adjust the trust region radius automatically at each iteration and possibly reduces the number of solving subproblems. We investigate the global convergence and convergence rate of this new method under some mild conditions. Theoretical analysis and numerical results show that the new adaptive trust region radius is available and reasonable and the resultant trust region method is efficient in solving practical optimization problems.