A trust region method with automatic determination of the trust region radius. (Chinese. English summary) Zbl 1122.65359
Summary: A new self-adaptive trust region method is presented. The trust radius in the new method is automatically determined with second order informations, and this new strategy does not make computation complicated. Under general conditions, the local and global convergence results of the new method are proved. Numerical experiments show that the new method is very efficient.
MSC:
65K05 | Numerical mathematical programming methods |
90C30 | Nonlinear programming |
90C55 | Methods of successive quadratic programming type |