A model-hybrid approach for unconstrained optimization problems (Q403087)
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English | A model-hybrid approach for unconstrained optimization problems |
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A model-hybrid approach for unconstrained optimization problems (English)
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29 August 2014
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The authors present a model-hybrid approach for unconstrained optimization problems based on the trust region method and a quasi-Newton method. Under certain assumptions, the global and local convergence analysis of the proposed new algorithm are established. Some preliminary numerical results are provided to illustrate the competitiveness of the model-hybrid approach.
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nonlinear programming
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unconstrained optimization
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trust region methods
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approximate model
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hybrid approach
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quasi-Newton method
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global convergence
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local convergence
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algorithm
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numerical result
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