An Improved Line Search and Trust Region Algorithm

Qinghua Zhou, Yarui Zhang, Xiaoli Zhang

College of Mathematics & Computer Science, Hebei University, Baoding, 071002, China.

DOI: 10.4236/jsea.2013.65B010                

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.

Keywords

Trust Region Algorithms; Trust Region Subproblem; Line Search; Unconstrained Optimization

Conflicts of Interest

The authors declare no conflicts of interest.

References

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