Value functions and error bounds of trust region methods

DOI10.1007/BF02832314MaRDI QIDQ2454979zbMATH OpenFDO

Authors Wenling Zhao, Changyu Wang

Publication date 22 October 2007

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

Full work available at URL https://doi.org/10.1007/BF02832314

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)

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Cites work

• scientific article; zbMATH DE number 3503002 (Why is no real title available?)
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• A general descent framework for the monotone variational inequality problem
• A trust region method for solving the decentralized static output feedback design problem
• Approximate solution of the trust region problem by minimization over two-dimensional subspaces
• Automatic Determination of an Initial Trust Region in Nonlinear Programming
• Conditions for convergence of trust region algorithms for nonsmooth optimization
• Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Global s-type error bound for the extended linear complementarity problem and applications.
• Global projection-type error bounds for general variational inequalities
• Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
• On the Boundedness and Stability of Solutions to the Affine Variational Inequality Problem
• On the global convergence of trust region algorithms for unconstrained minimization
• On the superlinear convergence of a trust region algorithm for nonsmooth optimization
• Projected quasi-Newton algorithm with trust region for constrained optimization
• Unconstrained optimization reformulations of variational inequality problems
• Variational principles for variational inequalities
• Weak Sharp Minima in Mathematical Programming

Cited in

(2)

• On the convergence of the trust region method under the Hölderian error bound condition
• scientific article; zbMATH DE number 1183048 (Why is no real title available?)

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