ABSTRACT In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.
Cite this paper
Q. Zhou, Y. Zhang and X. Zhang, "An Improved Line Search and Trust Region Algorithm," Journal of Software Engineering and Applications, Vol. 6 No. 5, 2013, pp. 49-52. doi: 10.4236/jsea.2013.65B010.
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