A subspace implementation of quasi-Newton trust region methods for unconstrained optimization (Q2503148)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5053992
Language Label Description Also known as
default for all languages
No label defined
    English
    A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
    scientific article; zbMATH DE number 5053992

      Statements

      A subspace implementation of quasi-Newton trust region methods for unconstrained optimization (English)
      0 references
      0 references
      0 references
      14 September 2006
      0 references
      The authors study the subspace properties of trust region methods for unconstrained optimization. They begin with the formulation of the general unconstrained optimization problem of a continuously differentiable objective function. At each iteration, a trust region is defined for each iteration, which is a region near the current iterate point. The authors then continue by describing an algorithm based on trust methods, on which the subsequent analysis of subspace properties is based. The main part of the paper focuses on a series of theorems and lemmas which describe the properties of the subspace of the trial step, which are later used to produce am improved optimization algorithm. The article concludes with a series of numerical results.
      0 references
      quasi-Newton method
      0 references
      algorithm
      0 references
      numerical results
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references