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| Volume 3, Number 3, September 2007, pp. 539-538 | |||||||||
| Zhen-Jun Shi, Jie Shen and Jinhua Guo | |||||||||
| Key words: | |||||||||
| unconstrained optimization, trust region method, global convergence | |||||||||
| Mathematices Subject Classification: 90C30, 65K05, 49M37 | |||||||||
|
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| Volume 3, Number 3, September 2007, pp. 539-538 | |||||||||
| Zhen-Jun Shi, Jie Shen and Jinhua Guo | |||||||||
| Key words: | |||||||||
| unconstrained optimization, trust region method, global convergence | |||||||||
| Mathematices Subject Classification: 90C30, 65K05, 49M37 | |||||||||
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| Abstract: | |||
| In this paper, we develop some new properties of the trust region method for unconstrained optimization problems by generalizing Cauchy point to a general form. These new extensions enable us to simplify the subproblems and design some new and effective trust region methods. Moreover, we propose several implementable trust region algorithms in which the subproblem is simple and easily solvable. Preliminary numerical results show that some new trust region algorithms are available and efficient in practical computation. | |||
| Some extensions of the trust region method | ||