A Modified BFGS Trust Region Method

摘要：

We propose a new trust region method that employs both the modified BFGS update and Amijio line search. The method exploits the information of function and gradient, and ensures the Hessian matrix of trust region subproblem positive-definite. At some assumptions, the global convergence and superlinear convergence property are proposed. Finally, numerical experiments show that the method is efficient.

关键词： trust region the modified BFGS update Armijio line search global convergence superlinear convergence

作者: Yunlong Lu Xiaowei Jiang Yueting Yang

作者单位: School of Mathematics,Beihua University,Jilin,132013,China

会议类型: 国际会议

会议名称: The Third International Joint Conference on Computational Science and Optimization(第三届计算科学与优化国际大会 CSO 2010)

会议地点: 黄山

会议语种:英文

页码: 46-49

在线出版日期: 2010-05-28（万方平台首次上网日期，不代表论文的发表时间）