Trust Region Newton With Dogleg Method
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Date
2018-05-02
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Addis Ababa University
Abstract
In this project, we propose a trust region dogleg method algorithms to
solve a trust region subproblems arising form unconstrained optimization.
The method can deal with by constricting a dogleg paths. The case when
the Hessian B of quadratic models is positive de nite. The philosophy and
fundamental ideas of trust region algorithms are discussed and proved that
the method is globally convergent and has a supper linear convergence rate.
And then the nal algorithm is programmed in MATLAB and implemented
by taking appropriate test problem.
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Keywords
Trust Region, Dogleg Path, Dogleg Method, Convergence