A quasi-Newton trust region method with a new conic model for the unconstrained optimization
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Publication:2378932
DOI10.1016/j.amc.2008.06.062zbMath1167.65035MaRDI QIDQ2378932
Publication date: 14 January 2009
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2008.06.062
algorithm; unconstrained optimization; convergence; numerical results; trust region method; quasi-Newton method; conic model; dogleg step
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C53: Methods of quasi-Newton type
90C51: Interior-point methods
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Uses Software
Cites Work
- Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
- Conic Approximations and Collinear Scalings for Optimizers
- The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization
- Testing Unconstrained Optimization Software
- Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
- A Conic Algorithm for Optimization
- Optimality Conditions for Trust-Region Subproblems Involving a Conic Model
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