Chinese Quarterly Journal of Mathematics ›› 2003, Vol. 18 ›› Issue (2): 140-145.

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A Superlinerly Convergent ODE-type Trust Region Algorithm for LC1 Optimization Problems

  

  1. 1. Department of Mathematics and Physics, Hainan University, Haikou 570228, China ; 2. Department of Mathematics, University of Science and Technology of China, Hefei 230026, China
  • Received:2001-04-06 Online:2003-06-30 Published:2024-04-15
  • About author:OU Yi-gui(1965-),male,native of Zhongxiang,Hubei,an asociate profesor of Hainan University, Ph.D.,engages in theory and algorithm on optimization.

Abstract: In this paper,a new trust region algorithrn for unconstrained LC'optimization problems is given.Compare with those existing trust region methods,this algorithm has a different feature:it ob- tains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound,but by solving a system of linear equations.Thus it reduces computational complexity and improves compu-  tation efficlency.It is proven that this algorithm is globally convergent and locally superlinear under some conditions.

Key words: LC'optimization;ODE , methods;trust , region ,  algorithm;superlinear ,  convergence

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