Value functions and error bounds of trust region methods

DOI10.1007/BF02832314zbMATH Open1148.90341MaRDI QIDQ2454979FDOQ2454979

Authors: Wenling Zhao, Changyu Wang 

Publication date: 22 October 2007

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Recommendations

• Two error bounds for constrained optimization problems and their applications
• On the convergence of the trust region method under the Hölderian error bound condition
• scientific article; zbMATH DE number 5283371
• Convergence rate of the trust region method for nonlinear equations under local error bound condition
• On the Global Convergence of Trust Region Algorithms Using Inexact Gradient Information

zbMATH Keywords

convergenceerror boundvalue functiontrust region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Cites Work

• Conditions for convergence of trust region algorithms for nonsmooth optimization
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• A general descent framework for the monotone variational inequality problem
• Unconstrained optimization reformulations of variational inequality problems
• Variational principles for variational inequalities
• Weak Sharp Minima in Mathematical Programming
• Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems
• Automatic Determination of an Initial Trust Region in Nonlinear Programming
• Projected quasi-Newton algorithm with trust region for constrained optimization
• On the superlinear convergence of a trust region algorithm for nonsmooth optimization
• Title not available (Why is that?)
• On the global convergence of trust region algorithms for unconstrained minimization
• On the Boundedness and Stability of Solutions to the Affine Variational Inequality Problem
• Approximate solution of the trust region problem by minimization over two-dimensional subspaces
• Global projection-type error bounds for general variational inequalities
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• Global \(s\)-type error bound for the extended linear complementarity problem and applications.
• Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
• A trust region method for solving the decentralized static output feedback design problem

Cited In (2)

• On the convergence of the trust region method under the Hölderian error bound condition
• Title not available (Why is that?)

This page was built for publication: Value functions and error bounds of trust region methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2454979)