From Line Search Method to Trust Region Method
نویسندگان
چکیده
Line search method and trust region method are two important classes of techniques for solving optimization problems and have their advantages respectively. In this paper we use the Armijo line search rule in a more accurate way and propose a new line search method for unconstrained optimization problems. Global convergence and convergence rate of the new method are analyzed under mild conditions. Furthermore, the new Armijo-type line search strategy is shown to be equivalent to an approximation of a trust region method then has both advantages of line search strategy and trust region strategy.
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تاریخ انتشار 2006