Title: A New Method on Modified Quasi-Newton Trust Region
Abstract: A new trust region method based on the modified quasi-Newton equation are proposed.The presented algorithm uses available gradient and function information to build trust region subproblem,which can not only make sure the positive-definite for Hessian matrix of trust region subproblem but also improve numerical implementation.Under some suitable conditions,a global convergence theorem is established.Numerical experiments show that the presented algorithm is efficient.
Publication Year: 2009
Publication Date: 2009-01-01
Language: en
Type: article
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