A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization
We present a new Newton-like method for large-scale unconstrained nonconvex minimization. And a new straightforward limited memory quasi-Newton updating based on the modified quasi-Newton equation is deduced to construct the trust region subproblem, in which the information of both the function valu...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/478407 |
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| _version_ | 1832549511817330688 |
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| author | Yang Weiwei Yang Yueting Zhang Chenhui Cao Mingyuan |
| author_facet | Yang Weiwei Yang Yueting Zhang Chenhui Cao Mingyuan |
| author_sort | Yang Weiwei |
| collection | DOAJ |
| description | We present a new Newton-like method for large-scale unconstrained nonconvex minimization. And a new straightforward limited memory quasi-Newton updating based on the modified quasi-Newton equation is deduced to construct the trust region subproblem, in which the information of both the function value and gradient is used to construct approximate Hessian. The global convergence of the algorithm is proved. Numerical results indicate that the proposed method is competitive and efficient on some classical large-scale nonconvex test problems. |
| format | Article |
| id | doaj-art-52f9037d00c84ef3b3e4755cb9f5df61 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-52f9037d00c84ef3b3e4755cb9f5df612025-02-03T06:11:02ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/478407478407A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex MinimizationYang Weiwei0Yang Yueting1Zhang Chenhui2Cao Mingyuan3School of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132013, ChinaWe present a new Newton-like method for large-scale unconstrained nonconvex minimization. And a new straightforward limited memory quasi-Newton updating based on the modified quasi-Newton equation is deduced to construct the trust region subproblem, in which the information of both the function value and gradient is used to construct approximate Hessian. The global convergence of the algorithm is proved. Numerical results indicate that the proposed method is competitive and efficient on some classical large-scale nonconvex test problems.http://dx.doi.org/10.1155/2013/478407 |
| spellingShingle | Yang Weiwei Yang Yueting Zhang Chenhui Cao Mingyuan A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization Abstract and Applied Analysis |
| title | A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization |
| title_full | A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization |
| title_fullStr | A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization |
| title_full_unstemmed | A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization |
| title_short | A Newton-Like Trust Region Method for Large-Scale Unconstrained Nonconvex Minimization |
| title_sort | newton like trust region method for large scale unconstrained nonconvex minimization |
| url | http://dx.doi.org/10.1155/2013/478407 |
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