A TRUST REGION SUBSPACE METHOD FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION

Lujin Gong ()
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Lujin Gong: State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, AMSS, CAS, Beijing 100190, China

Asia-Pacific Journal of Operational Research (APJOR), 2012, vol. 29, issue 04, 1-16

Abstract: This paper presents a trust region subspace method for minimizing large-scale unconstrained problems. We choose a subspace that consists of some old directions which are invariable and some newest directions which are changed at each iteration. A restart technique is used when the old directions have little contribution. Numerical results are reported which indicate that the method is promising.

Keywords: Large scale; unconstrained optimization; subspace method; trust region (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1142/S0217595912500212

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