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Numerical Algebra, Control and Optimization (NACO)
 

A quasi-Newton trust region method based on a new fractional model

Pages: 237 - 249, Volume 5, Issue 3, September 2015      doi:10.3934/naco.2015.5.237

 
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Honglan Zhu - Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China (email)
Qin Ni - Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China (email)
Meilan Zeng - Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China (email)

Abstract: In this paper, a general fractional model is proposed. Based on the fractional model, a quasi-Newton trust region algorithm is presented for unconstrained optimization. The trust region subproblem is solved in the simplified way. We discussed the choices of the parameters in the fractional model and prove the global convergence of the proposed algorithm. Some primary test results shows the feasibility and validity of the fractional model.

Keywords:  Unconstrained optimization, fractional model, trust region method, quasi-Newton method, global convergence.
Mathematics Subject Classification:  Primary: 49K10; Secondary: 90C30.

Received: October 2014;      Revised: March 2015;      Available Online: August 2015.

 References