A model-trust region algorithm utilizing a quadratic interpolant (Q1298618): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: minpack / rank | |||
Normal rank | |||
Revision as of 16:37, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model-trust region algorithm utilizing a quadratic interpolant |
scientific article |
Statements
A model-trust region algorithm utilizing a quadratic interpolant (English)
0 references
14 February 2000
0 references
This paper deals with a new procedure for solving unconstrained optimization problems arising for instance through minimization of the norm of the residual of a system of nonlinear equations. The author presents an improvement to the standard ``double dogleg'' version of this algorithm via replacement of its piecewise-linear approximant by a quadratic interpolant. This method is compared to the ``double dogleg'' strategy on a suite of standard test problems. These techniques are included in model-trust region algorithms.
0 references
numerical examples
0 references
quadratic interpolation
0 references
double dogleg strategy
0 references
unconstrained optimization
0 references
nonlinear equations
0 references
model-trust region algorithms
0 references
