An adaptive trust region method and its convergence

By Xiang-Sun Zhang, Ju-Liang Zhang, L. Liao. Science China Mathematics, 2002

105 citations recorded by the source corpus.

In this paper, a new trust region subproblem is proposed. The trust radius in the new subproblem adjusts itself adaptively. As a result, an adaptive trust region method is constructed based on the new trust region subproblem. The local and global convergence results of the adaptive trust region method are proved. Numerical results indicate that the new method is very efficient.

Subfields: Computer Networks and Communications, Control and Systems Engineering, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/6b39abd21a0c143f1cfc635cc0aa8cae6831f9d1