A Trust Region Method with Automatic Determination of the Trust Region Radius
Gaidi Li · Gongcheng shuxue xuebao · 2006
A new self-adaptive trust region method is presented.The trust radius in the new method is automatically determined with second order information,and this new strategy does not make computation complicated.Under general conditions,the local and global convergence results of the new method are proved.Numerical experiments show that the new method is very efficient.