Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients
Computational Optimization and Applications
Dogleg paths and trust region methods with back tracking technique for unconstrained optimization
Applied Mathematics and Computation
The convergence of subspace trust region methods
Journal of Computational and Applied Mathematics
Second-order negative-curvature methods for box-constrained and general constrained optimization
Computational Optimization and Applications
Mathematical and Computer Modelling: An International Journal
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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.