Superlinearly convergent trust-region method without the assumption of positive-definite Hessian

DOI10.1007/s10957-006-9053-4zbMath1139.90032OpenAlexW2115477667MaRDI QIDQ2370038

Ju-liang Zhang, Yong Wang, Xiang-Sun Zhang

Publication date: 21 June 2007

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-006-9053-4

zbMATH Keywords

global convergencesuperlinear convergencetrust-region methodslocal error boundtrust-region radius

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)

Related Items

A nonmonotone adaptive trust region method for unconstrained optimization based on conic model

Uses Software

• LANCELOT
• ODRPACK
• TRON
• minpack

Cites Work

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• Error bounds in mathematical programming
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• On the global convergence of trust region algorithms for unconstrained minimization
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• Testing Unconstrained Optimization Software
• Algorithm 676: ODRPACK: software for weighted orthogonal distance regression
• Automatic Determination of an Initial Trust Region in Nonlinear Programming
• Trust Region Methods
• Newton's Method for Large Bound-Constrained Optimization Problems