A self-adaptive trust region method with line search based on a simple subproblem model

  • Authors:

  • Zhaoyang Sang;Qingying Sun

  • Affiliations:

  • College of Mathematical and Computational Science, China University of Petroleum, Qingdao 266555, PR China;College of Mathematical and Computational Science, China University of Petroleum, Qingdao 266555, PR China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

In this paper, based on a simple model of the trust region subproblem, we propose a new self-adaptive trust region method with a line search technique for solving unconstrained optimization problems. By use of the simple subproblem model, the new method needs less memory capacitance and computational complexity. And the trust region radius is adjusted with a new self-adaptive adjustment strategy which makes full use of the information at the current point. When the trial step results in an increase in the objective function, the method does not resolve the subproblem, but it performs a line search technique from the failed point. Convergence properties of the method are proved under certain conditions. Numerical experiments show that the new method is effective and attractive for large-scale optimization problems.