A New Dogleg Method for Solving the Trust-Region Subproblem

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Date

2013

Journal Title

Journal ISSN

Volume Title

Publisher

International Organization of Scientific Research

Abstract

In this paper a new dogleg method for solving the trust region subproblem where convergence is based on constructing two paths is presented. The condition on the paths is incorporated into an algorithm to determine the optimum point of a smooth function. Numerical experiments with some classical problems showed that the new dogleg method is robust and efficient.

Description

IOSR Journal of Mathematics (IOSR-JM) e-ISSN: 2278-5728, p-ISSN: 2319-765X, 8(2), 41 - 48 www.iosrjournals.org

Keywords

Trust region, Trust region subproblem, Dogleg paths, Convergence

Citation

Oruh and Bamigbola (2013)

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