A short note on the Duff-Nocedal-Reid algorithm

MaRDI QIDQ1815621zbMATH OpenFDO

Authors Yaxiang Yuan

Publication date 24 April 1997

Published in Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

global convergencestationary pointtrust region algorithms

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05)

Review text

The paper shows that it is possible to obtain a non-optimal solution by performing the algorithm of \textit{I. S. Duff}, \textit{J. Nocedal} and \textit{J. K.Reid} [SIAM J. Sci. Stat. Comput. 8, 99-108 (1987; Zbl 0636.65053)] and proposes a slightly modification of it in order to ensure global convergence.

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