A Self-adaptive Conic Filter-Trust Region Method for Unconstrained Optimization and Its Global Convergence

摘要：

A conic filter-trust region algorithm is proposed for unconstrained optimization problems. The method can be regarded as a combination of. lter technique and conic trust region method. When trail step is not accepted, we will use line search rules for a suitable step length, then generate next iterative point. It need not resolve the conic trust region subproblem. The theoretical analysis shows that the algorithm not only global convergence but also super linearly convergence under some suitable conditions. Numerical results show that this algorithm is effective in minimizing unconstrained optimization problems.

关键词： Conic trust region method filter technique global convergence super linearly convergence

作者: Zhongbo Sun

作者单位: Department of Mathematical Education, College of Humanities and Sciences of Northeast Normal University, Boshuo Road 1488, Changchun, China

会议类型: 国际会议

会议名称: 2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)

会议地点: 四川绵阳

会议语种:英文

页码: 2681-2685

在线出版日期: 2011-05-23（万方平台首次上网日期，不代表论文的发表时间）