2010•Journal of Shanxi UniversityRequires access

Adaptive-BFGS Trust-region Method for Linear Constrained Optimization Problems

Xiaoliang Zhang

Abstract

A adaptive-BFGS trust-region method for linear constrained optimization is introduced.Not only the trust-region radius in this method is automatically detemined with first order information,but also combining with the advatage of the BFGS algorithm.Under the certain conditions,the global convergence of the algorithm is proved.

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Available abstract

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Trust region, Convergence (economics), Computer science, Mathematical optimization, Order (exchange), RADIUS, Mathematics