A modified trust region method with Beale's PCG technique for optimization

Authors:
Wenyu Sun;Liusheng Hou;Chuangying Dang
Affiliations:
School of Mathematics and Computer Science, Nanjing Normal University, Nanjing, China 210097;School of Mathematics and Computer Science, Nanjing Normal University, Nanjing, China 210097 and Department of Mathematics, Nanjing Xiaozhuang College, Nanjing, China;Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, Kowloon, Hong Kong
Venue:
Computational Optimization and Applications
Year:
2008

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Abstract

It is well-known that the conjugate gradient method is widely used for solving large scale optimization problems. In this paper a modified trust-region method with Beale's Preconditioned Conjugate Gradient (BPCG) technique is developed for solving unconstrained optimization problems. The modified version adopts an adaptive rule and retains some useful information when an unsuccessful iteration occurs, and therefore improves the efficiency of the method. The behavior and the convergence properties are discussed. Some numerical experiments are reported.