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Outer Trust-Region Method for Constrained Optimization

✍ Scribed by Ernesto G. Birgin; Emerson V. Castelani; André L. M. Martinez; J. M. Martínez


Publisher
Springer
Year
2011
Tongue
English
Weight
500 KB
Volume
150
Category
Article
ISSN
0022-3239

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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