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- Title
Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search.
- Authors
Mingyun Tang; Ya-Xian Yuan
- Abstract
A trust-region method with two subproblems and backtracking line search for solving unconstrained optimization is proposed. At every iteration, we use the truncated conjugate gradient method or its variation to solve one of the two subproblems approximately. Backtracking line search is carried out when the trust-region trail step fails. We show that this method have the same convergence properties as the traditional trust-region method based on the truncated conjugate gradient method. Numerical results show that this method is as reliable as the traditional one and more efficient in respect of iterations, CPU time and evaluations.
- Subjects
CONJUGATE gradient methods; COMPUTATIONAL complexity; APPROXIMATION theory; FUNCTIONAL analysis; NUMERICAL solutions to equations; BACKTRACK programming
- Publication
Computational & Applied Mathematics, 2010, Vol 29, Issue 2, p89
- ISSN
0101-8205
- Publication type
Article
- DOI
10.1590/S1807-03022010000200001