Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4627615 | Applied Mathematics and Computation | 2014 | 12 Pages |
Abstract
We discuss the trust region algorithm for bound constrained problems and propose the corresponding trust region algorithm with two subproblems. The computational cost is reduced by properly using bound constrained subproblem without trust region constraint. We prove that this algorithm is globally convergent. Numerical results on the CUTEr test problems show that the new algorithm is as reliable as the traditional one and more efficient.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mingyun Tang,