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A new trust region algorithm with conic model. (Chinese) Zbl 1174.65425
Summary: Algorithms for solving trust region subproblems with a conic model are studied. Two cases of subproblems are modified and reduced to subproblems with a quadratic model such that the original subproblems are easily solved. Based on these results, a new trust region algorithm with a conic model is proposed, and its global convergence is proved. Some numerical results are reported. These results show that the new algorithm is an efficient and promising method for solving trust region subproblems with a conic model.
MSC:
65K05Mathematical programming (numerical methods)
90C30Nonlinear programming
90C51Interior-point methods