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Trust regions based on conic functions in linear and nonlinear programming

โœ Scribed by J. L. Nazareth


Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
362 KB
Volume
2
Category
Article
ISSN
1070-5325

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โœฆ Synopsis


An optimization method is developed based on ellipsoidal trust regions that are defined by conic functions. It provides a powerful unifying theory from which can be derived a variety of interesting and potentially useful optimization algorithms, in particular, conjugate-gradient-like algorithms for nonlinear minimization and Karmarkar-like interior-point algorithms for linear programming.


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