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A Filter-Trust-Region Method for Unconstrained Optimization

โœ Scribed by Gould, Nick I. M.; Sainvitu, Caroline; Toint, Philippe L.


Book ID
118204036
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
217 KB
Volume
16
Category
Article
ISSN
1052-6234

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A new trust region method for unconstrai
โœ Zhen-Jun Shi; Jin-Hua Guo ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 179 KB

In this paper, we propose a new trust region method for unconstrained optimization problems. The new trust region method can automatically adjust the trust region radius of related subproblems at each iteration and has strong global convergence under some mild conditions. We also analyze the global