A new simple model trust-region method with generalized Barzilai-Borwein parameter for large-scale optimization

Document Type

Article

Publication Date

11-1-2016

Abstract

In this paper a new trust region method with simple model for solving large-scale unconstrained nonlinear optimization is proposed. By employing the generalized weak quasi-Newton equations, we derive several schemes to construct variants of scalar matrices as the Hessian approximation used in the trust region subproblem. Under some reasonable conditions, global convergence of the proposed algorithm is established in the trust region framework. The numerical experiments on solving the test problems with dimensions from 50 to 20,000 in the CUTEr library are reported to show efficiency of the algorithm.

Publication Source (Journal or Book title)

Science China Mathematics

First Page

2265

Last Page

2280

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