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

Honglan  Zhu; Qin Ni; Meilan  Zeng

doi:10.3934/naco.2015.5.237

Article Contents

2015, Volume 5, Issue 3: 237-249. Doi: 10.3934/naco.2015.5.237

This issue Previous Article Pseudoconvexity properties of average cost functions Next Article A gradient algorithm for optimal control problems with model-reality differences

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

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

Received: September 30, 2014

Revised: February 28, 2015

Published: July 2015

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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.

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Mathematics Subject Classification: Primary: 49K10; Secondary: 90C30.

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