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Computational Optimization and Applications

, Volume 41, Issue 2, pp 225–242 | Cite as

A new trust region method with adaptive radius

  • Zhen-Jun Shi
  • Jinhua Guo
Article

Abstract

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.

Keywords

Unconstrained optimization Trust region method Global convergence Convergence rate 

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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  1. 1.College of Operations Research and ManagementQufu Normal UniversityRizhaoPeople’s Republic of China
  2. 2.Department of Computer & Information ScienceUniversity of MichiganDearbornUSA

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