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A retrospective trust region algorithm with trust region converging to zero

  • Shanghai Jiao Tong University

科研成果: 期刊稿件文章同行评审

摘要

We propose a retrospective trust region algorithm with the trust region converging to zero for the unconstrained optimization problem. Unlike traditional trust region algorithms, the algorithm updates the trust region radius according to the retrospective ratio, which uses the most recent model information. We show that the algorithm preserves the global convergence of traditional trust region algorithms. The superlinear convergence is also proved under some suitable conditions.

源语言英语
页(从-至)421-436
页数16
期刊Journal of Computational Mathematics
34
4
DOI
出版状态已出版 - 1 7月 2016

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