Superlinearly convergent trust-region method without the assumption of positive-definite Hessian

doi:10.1007/s10957-006-9053-4

	Superlinearly convergent trust-region method without the assumption of positive-definite Hessian
	Zhang, J. L.; Wang, Y.; Zhang, X. S.
刊名	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
	2006-04-01
卷号	129 期号:1 页码:201-218
关键词	trust-region methods trust-region radius global convergence superlinear convergence local error bound
ISSN号	0022-3239
DOI	10.1007/s10957-006-9053-4
英文摘要	In this paper, we reinvestigate the trust-region method by reformulating its subproblem: the trust-region radius is guided by gradient information at the current iteration and is self-adaptively adjusted. A trust-region algorithm based on the proposed subproblem is proved to be globally convergent. Moreover, the superlinear convergence of the new algorithm is shown without the condition that the Hessian of the objective function at the solution be positive definite. Preliminary numerical results indicate that the performance of the new method is notable.
WOS研究方向	Operations Research & Management Science ; Mathematics
语种	英语
出版者	SPRINGER/PLENUM PUBLISHERS
WOS记录号	WOS:000242660000012
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3443]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, J. L.
作者单位	1.Grad Univ, Sch Management, Chinese Acad Sci, Res Ctr Data Tech & Knowledge Econ, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zhang, J. L.,Wang, Y.,Zhang, X. S.. Superlinearly convergent trust-region method without the assumption of positive-definite Hessian[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2006,129(1):201-218.
APA	Zhang, J. L.,Wang, Y.,&Zhang, X. S..(2006).Superlinearly convergent trust-region method without the assumption of positive-definite Hessian.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,129(1),201-218.
MLA	Zhang, J. L.,et al."Superlinearly convergent trust-region method without the assumption of positive-definite Hessian".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 129.1(2006):201-218.