A trust-region strategy for minimization on arbitrary domains

DOI10.1007/BF01585768zbMath0835.90092MaRDI QIDQ1890927

Sandra Augusta Santos, José Mario Martínez

Publication date: 27 June 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

global convergencedifferentiable functiontrust-region method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (19)

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Uses Software

• minpack
• GQTPAR
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Cites Work

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• Approximation algorithms for indefinite quadratic programming
• Convergence properties of trust region methods for linear and convex constraints
• A trust region algorithm for equality constrained optimization
• Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
• Sizing the BFGS and DFP updates: Numerical study
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• Computing a Trust Region Step
• A Constrained Least Squares Regularization Method for Nonlinear III-Posed Problems
• Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
• Testing Unconstrained Optimization Software
• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
• Self-Scaling Variable Metric (SSVM) Algorithms
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization
• Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
• Mesh Independence for Nonlinear Least Squares Problems with Norm Constraints
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations

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