# American Institute of Mathematical Sciences

2013, 3(2): 223-234. doi: 10.3934/naco.2013.3.223

## Subspace trust-region algorithm with conic model for unconstrained optimization

 1 Jinling College of Nanjing University, Nanjing 210089, China 2 Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China

Received  December 2011 Revised  January 2013 Published  April 2013

In this paper, a new subspace algorithm is proposed for unconstrained optimization. In this new algorithm, the subspace technique is used in the trust region subproblem with conic model, and the dogleg method is modified to solve this subproblem. The global convergence of this algorithm under some reasonable conditions is established. Numerical experiment shows that this algorithm may be superior to the corresponding algorithm without using subspace technique especially for large scale problems.
Citation: Xin Zhang, Jie Wen, Qin Ni. Subspace trust-region algorithm with conic model for unconstrained optimization. Numerical Algebra, Control & Optimization, 2013, 3 (2) : 223-234. doi: 10.3934/naco.2013.3.223
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