A trust region method for optimization problem with singular solutions

DOI10.1007/S00245-007-9009-6MaRDI QIDQ2480784zbMATH OpenOpenAlexFDO

Authors Ling-Yun Wu, Ju-liang Zhang, Xiangsun Zhang

Publication date 3 April 2008

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-007-9009-6

zbMATH Keywords

Superlinear convergenceTrust region methodNonsingularityLocal error boundNonlinear convex optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 1694914 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1131709 (Why is no real title available?)
• A new trust region method for nonlinear equations
• An Iterative Method for Finding Stationary Values of a Function of Several Variables
• An adaptive trust region method and its convergence
• CUTE
• Numerical Optimization
• On the convergence properties of the Levenberg–Marquardt method
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• Regularized Newton methods for convex minimization problems with singular solutions
• Trust Region Methods

Cited in

(7)

• Solving the dual subproblem of the method of moving asymptotes using a trust-region scheme
• Gradient descent in the absence of global Lipschitz continuity of the gradients
• Regularized Newton methods for convex minimization problems with singular solutions
• Solving the nonlinear power flow problem through general solutions of under-determined linearised systems
• Superlinearly convergent trust-region method without the assumption of positive-definite Hessian
• On the convergence of a modified regularized Newton method for convex optimization with singular solutions
• Dealing with singularities in nonlinear unconstrained optimization

Describes a project that uses

Uses Software

• CUTE
• CUTEr

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