A two-dimensional subspace trust-region algorithm with a new conic model

MaRDI QIDQ2858623zbMATH OpenFDO

Authors Qin Ni, Hao Liu, Xiaoli Wu

Publication date 19 November 2013

Published in Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

conic modelglobal convergencetrust-regiontwo-dimensional subspace

Mathematics Subject Classification ID

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

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(4)

• Approximate solution of the trust region problem by minimization over two-dimensional subspaces
• Subspace trust-region algorithm with conic model for unconstrained optimization
• A hybrid algorithm for the two-trust-region subproblem
• An algorithm for solving new trust region subproblem with conic model

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