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计算数学  2010 

A TRUST REGION ALGORITHM WITH SIMPLE QUADRATIC MODELS AND LINE SEARCH
基于简单二次函数模型的带线搜索的信赖域算法

Keywords: 无约束最优化,信赖域算法,大步长Armijo线搜索,收敛,数值实验

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Abstract:

We propose a new trust region algorithm with simple quadratic models and larger Armijo line search rule. Under certain conditions, the global convergence property of our new method is proved. Numerical results show that the new algorithm is efficient, and attractive for large-scale optimization problems.

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