A model-trust region algorithm utilizing a quadratic interpolant

DOI10.1016/S0377-0427(98)00052-1MaRDI QIDQ1298618zbMATH OpenFDO

Authors Brian J. McCartin

Publication date 14 February 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(98)00052-1

zbMATH Keywords

double dogleg strategymodel-trust region algorithmsnonlinear equationsnumerical examplesquadratic interpolationunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Review text

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.

Recommendations

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• scientific article; zbMATH DE number 773160

Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3984475 (Why is no real title available?)
• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• On the Problem of Runs
• Testing Unconstrained Optimization Software

Cited in

(5)

• Gauss quadrature applied to trust region computations
• The convergence of subspace trust region methods
• An effective spectral collocation method for the direct solution of high-order ODEs
• On the use of quadratic models in unconstrained minimization without derivatives
• scientific article; zbMATH DE number 5209793 (Why is no real title available?)

Describes a project that uses

Uses Software

• minpack

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