×

zbMATH — the first resource for mathematics

A new trust region algorithm with conic model. (Chinese. English summary) 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:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
PDF BibTeX XML Cite