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A Feasible Trust-Region Sequential Quadratic Programming Algorithm

✍ Scribed by Wright, Stephen J.; Tenny, Matthew J.

Book ID
118204249
Publisher
Society for Industrial and Applied Mathematics
Year
2004
Tongue
English
Weight
293 KB
Volume
14
Category
Article
ISSN
1052-6234

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A new model-trust region algorithm for problems in unconstrained optimization and nonlinear equations utilizing a quadratic interpolant for step selection is presented and analyzed. This is offered as an alternative to the piecewise-linear interpolant employed in the widely used "double dogleg" step