# American Institute of Mathematical Sciences

2015, 5(3): 237-249. doi: 10.3934/naco.2015.5.237

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

 1 Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China 2 Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China

Received  October 2014 Revised  March 2015 Published  August 2015

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.
Citation: Honglan Zhu, Qin Ni, Meilan Zeng. A quasi-Newton trust region method based on a new fractional model. Numerical Algebra, Control & Optimization, 2015, 5 (3) : 237-249. doi: 10.3934/naco.2015.5.237
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