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Wedge trust region methods for derivative free optimization

✍ Scribed by Marcelo Marazzi; Jorge Nocedal

Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
316 KB
Volume
91
Category
Article
ISSN
0025-5610

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πŸ“œ SIMILAR VOLUMES

A new trust region method for unconstrai
A new trust region method for unconstrained optimization
✍ Zhen-Jun Shi; Jin-Hua Guo πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 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