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A LINE SEARCH AND TRUST REGION ALGORITHM WITH TRUST REGION RADIUS CONVERGING TO ZERO ∗1)

Jinyan Fan, Wenbao Ai, Qunying Zhang

Open publisher page 4 citations

Abstract

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.

About this research paper

What this paper is about

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.

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OpenAlex reports 4 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

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Method / approach

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Available abstract

In this paper, we present a new line search and trust region algorithm for unconstrained optimization problem with the trust region radius converging to zero. The new trust region algorithm performs a backtracking line search from the failed point instead of resolving the subproblem when the trial step results in an increase in the objective function. We show that the algorithm preserves the convergence properties of the traditional trust region algorithms. Numerical results are also given.

Key concepts: Trust region, Line search, Zero (linguistics), RADIUS, Convergence (economics), Backtracking, Line (geometry), Algorithm

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