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An Improved Line Search and Trust Region Algorithm
College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China
College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China
College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China
- 1 College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China
- 2 College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China
- 3 College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China
Journal of Software Engineering and Applications·Volume 06 (2013)·Pages 49–52·Published 30 May 2013·DOI10.4236/jsea.2013.65B010
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Abstract
In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.
KeywordsTrust Region AlgorithmsTrust Region SubproblemLine SearchUnconstrained Optimization
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