A trust region affine scaling method for bound constrained optimization
type: Item
instance of: scholarly article
title: A trust region affine scaling method for bound constrained optimization
zbMATH Open document ID: 1268.65083
author: Xiao Wang
publication date: 2013-03-19T00:00:00Z
review text: The author proposes a new trust region affine scaling method for solving bound constrained optimization problems. It combines affine scaling techniques with the trust region strategy. The given method obtains more reduction of the approximate quadratic model from two trial steps, one along some direction defined in an ellipsoid and the other along some newly defined approximate projected gradient. The two trial steps are both located in the standard trust region ball. It is proved that the new method is globally convergent. The author also proves the Q-linear convergence of the objective function values when the second-order sufficient condition holds at a nondegenerate stationary point. The algorithm is tested on some bound constrained optimization problems from CUTEr and compared to LANCELOT and Coleman-Li's algorithm. Preliminary numerical experience verifies the obtained theoretical results.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 6146295
zbMATH Keywords: bound constrained optimization
zbMATH Keywords: affine scaling
zbMATH Keywords: trust region
zbMATH Keywords: approximate projected gradient
zbMATH Keywords: numerical examples
zbMATH Keywords: global convergence
zbMATH Keywords: Q-linear convergence
zbMATH Keywords: algorithm
reviewed by: Nada Djuranović-Miličić
describes a project that uses: STRSCNE
describes a project that uses: GQTPAR
describes a project that uses: LANCELOT
describes a project that uses: CUTEr
MaRDI profile type: Publication
full work available at URL: s10114-012-0593-2
OpenAlex ID: W2155930105
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DOI: 10.1007/S10114-012-0593-2
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6146295