A New Trust Region Method with Line Search and Its Convergence Property
Hong Ling
Abstract
Hong Ling
Abstract
By using a modified BFGS formula,a BFGS-type trust region method with Armijo line search technique for unconstrained optimization problems is proposed.Under mild conditions,the global convergence and superlinear convergence of the method are proved.Preliminary numerical result shows that the method is efficient.
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By using a modified BFGS formula,a BFGS-type trust region method with Armijo line search technique for unconstrained optimization problems is proposed.Under mild conditions,the global convergence and superlinear convergence of the method are proved.Preliminary numerical result shows that the method is efficient.
Key concepts: Trust region, Broyden–Fletcher–Goldfarb–Shanno algorithm, Line search, Convergence (economics), Mathematical optimization, Property (philosophy), Mathematics, Line (geometry)