Volume 7 Number 1 (Jan. 2012)
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JCP 2012 Vol.7(1): 258-263 ISSN: 1796-203X
doi: 10.4304/jcp.7.1.258-263

A Trust Region Algorithm Using Curve-Linear Searching Direction for Unconstrained Optimization

Shu-ping Yang, Xiu-gui Yuan, Zai-ming Liu
School of Mathematical Science and Computing Technology, Central South University, Changsha, 410083
Abstract—In the paper, aimed at the shortcoming of trust region method, we proposed a algorithm using negative curvature direction as its searching direction. The convergence of the algorithm was given. Furthermore, combing trust region method and curve-linear searching techniques, a trust region algorithm, using general curvelinear searching direction, was proposed. We proved its efficiency and feasibility. The algorithm has adjustability and can select or update its searching direction according to the iteration. This allows the algorithm that has the properties of curve-linear searching method and the global convergence of trust region method. Finally, we indicate that some searching directions of common methods can be as a special searching direction of the general method.

Index Terms—Nonlinear programming, unconstrained optimization, trust region method, curve-linear searching method, searching direction, quadratic model, directions of negative curvature.

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Cite: Shu-ping Yang, Xiu-gui Yuan, Zai-ming Liu, "A Trust Region Algorithm Using Curve-Linear Searching Direction for Unconstrained Optimization," Journal of Computers vol. 7, no. 1, pp. 258-263, 2012.

General Information

ISSN: 1796-203X
Abbreviated Title: J.Comput.
Frequency: Bimonthly
Editor-in-Chief: Prof. Liansheng Tan
Executive Editor: Ms. Nina Lee
Abstracting/ Indexing: DBLP, EBSCO,  ProQuest, INSPEC, ULRICH's Periodicals Directory, WorldCat,etc
E-mail: jcp@iap.org
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