AN ADAPTIVE APPROACH OF CONIC TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

  • FU JINHUA (School of Mathematics and Computer Science, Nanjing Normal University) ;
  • SUN WENYU (School of Mathematics and Computer Science, Nanjing Normal University) ;
  • SAMPAIO RAIMUNDO J. B. DE (Pontifical Catholic University of Parana(PUCPR), Graduate Program in Production and Systems Engineering(PPGEPS))
  • Published : 2005.09.01

Abstract

In this paper, an adaptive trust region method based on the conic model for unconstrained optimization problems is proposed and analyzed. We establish the global and super linear convergence results of the method. Numerical tests are reported that confirm the efficiency of the new method.

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