A model-trust region algorithm utilizing a quadratic interpolant

✍ Scribed by Brian J. McCartin

• Book ID: 104338677
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 501 KB
• Volume: 91
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/s0377-0427(98)00052-1

✦ Synopsis

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 selection strategy. After the new step selection algorithm has been presented, we offer a summary, with proofs, of its desirable mathematical properties. Numerical results illustrating the efficacy of this new approach are presented.