A short note on the Duff-Nocedal-Reid algorithm (Q1815621)
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scientific article
| Language | Label | Description | Also known as |
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| English | A short note on the Duff-Nocedal-Reid algorithm |
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A short note on the Duff-Nocedal-Reid algorithm (English)
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24 April 1997
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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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trust region algorithms
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stationary point
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global convergence
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