Analysis of a Symmetric Rank-One Trust Region Method

DOI10.1137/S1052623493252985zbMath0923.65035OpenAlexW1966150378MaRDI QIDQ4717555

Robert B. Schnabel, Humaid Khalfan, Byrd, Richard H.

Publication date: 18 October 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623493252985

zbMATH Keywords

unconstrained optimizationnumerical examplessuperlinear convergencetrust region methodquasi-Newton methodoptimization algorithmssymmetric rank-one update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Uses Software

• minpack
• GQTPAR

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