A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization

  • Authors:
  • Jianzhong Zhang;Chengxian Xu

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1999

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Abstract

In this paper we propose a convenient curvilinear search method to solve trust region problems arising from unconstrained optimization problems. The curvilinear paths we set forth are dogleg paths, generated mainly by employing Bunch--Parlett factorization for general symmetric matrices that may be indefinite. This method is easy to implement and globally convergent. It is proved that the method satisfies the first- and second-order stationary point convergence properties and that the convergence rate is quadratic under commonly used conditions on functions. Numerical experiments are conducted to compare this method with some existing methods.