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Journal of Applied Mathematics and Computing

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01-06-2015 | Original Research

An efficient implementation of a trust region method for box constrained optimization

Authors: Hamid Esmaeili, Morteza Kimiaei

Published in: Journal of Applied Mathematics and Computing | Issue 1-2/2015

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Abstract

The present research deals with a trust-region-based procedure to solve box constrained optimization problems. Our procedure takes the advantage of the compact limited memory BFGS update formula together with an adaptive radius strategy. This adaptive technique leads to decreasing the number of solved subproblems and the total number of iterations, while utilizing the structure of limited memory quasi-Newton formula helps us to handle large-scale problems. Using classical assumptions, we prove that our method is a global convergence to first-order stationary points. Preliminary numerical experiments indicate that our new approach is considerably promising to solve box constrained optimization problems, especially for large-scale ones.

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Title: An efficient implementation of a trust region method for box constrained optimization
Authors: Hamid Esmaeili
Morteza Kimiaei
Publication date: 01-06-2015
Publisher: Springer Berlin Heidelberg
Published in: Journal of Applied Mathematics and Computing / Issue 1-2/2015
Print ISSN: 1598-5865
Electronic ISSN: 1865-2085
DOI: https://doi.org/10.1007/s12190-014-0815-0

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