Trust region algorithm with two subproblems for bound constrained problems

摘要

We discuss the trust region algorithm for bound constrained problems and propose the corresponding trust region algorithm with two subproblems. The computational cost is reduced by properly using bound constrained subproblem without trust region constraint. We prove that this algorithm is globally convergent. Numerical results on the CUTEr test problems show that the new algorithm is as reliable as the traditional one and more efficient.