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Volume 21, Issue 2
A Self-Adaptive Trust Region Algorithm

Long Hei

J. Comp. Math., 21 (2003), pp. 229-236.

Published online: 2003-04

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  • Abstract

In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective function, rather than by simply enlarging or reducing the original trust region radius at a constant rate. We show that this new algorithm preserves the strong convergence property of traditional trust region methods. Numerical results are also presented.

  • Keywords

Trust region, Unconstrained optimization, Nonlinear optimization.

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COPYRIGHT: © Global Science Press

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@Article{JCM-21-229, author = {Long Hei}, title = {A Self-Adaptive Trust Region Algorithm}, journal = {Journal of Computational Mathematics}, year = {2003}, volume = {21}, number = {2}, pages = {229--236}, abstract = {

In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective function, rather than by simply enlarging or reducing the original trust region radius at a constant rate. We show that this new algorithm preserves the strong convergence property of traditional trust region methods. Numerical results are also presented.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10277.html} }
TY - JOUR T1 - A Self-Adaptive Trust Region Algorithm AU - Long Hei JO - Journal of Computational Mathematics VL - 2 SP - 229 EP - 236 PY - 2003 DA - 2003/04 SN - 21 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10277.html KW - Trust region, Unconstrained optimization, Nonlinear optimization. AB -

In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective function, rather than by simply enlarging or reducing the original trust region radius at a constant rate. We show that this new algorithm preserves the strong convergence property of traditional trust region methods. Numerical results are also presented.

Long Hei. (2003). A Self-Adaptive Trust Region Algorithm. Journal of Computational Mathematics. 21 (2). 229-236. doi:
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