A model-trust region algorithm utilizing a quadratic interpolant (Q1298618): Difference between revisions
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Revision as of 17:37, 28 February 2024
scientific article
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| English | A model-trust region algorithm utilizing a quadratic interpolant |
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A model-trust region algorithm utilizing a quadratic interpolant (English)
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14 February 2000
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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.
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numerical examples
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quadratic interpolation
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double dogleg strategy
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unconstrained optimization
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nonlinear equations
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model-trust region algorithms
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