A robust trust region method for general constrained optimization (Q706373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust trust region method for general constrained optimization |
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A robust trust region method for general constrained optimization (English)
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8 February 2005
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A new trust region method is presented for solving general constrained optimization problems, where the trial step is obtained by solving two quadratic programming problems. The author proves that the method is globally convergent without regularity assumptions. Numerical examples show the efficiency of the algorithm.
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constrained optimization
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global convergence
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trust region method
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