Convergence analysis of adaptive trust region methods

Zhen-Jun Shi, Xiang-Sun Zhang, Jie Shen
2007 Reserche operationelle  
In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, superlinear and quadratic
more » ... ar and quadratic convergence rate are analyzed under some mild conditions. Numerical results show that some special adaptive trust region methods are available and efficient in practical computation.
doi:10.1051/ro:2007007 fatcat:jmbcx3wjqveefijfd2uczlxx2m