Trust Region Algorithms and Timestep Selection
DOI10.1137/S0036142998335972zbMATH Open0945.65068MaRDI QIDQ4699110FDOQ4699110
Authors: Desmond J. Higham 
Publication date: 22 November 1999
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
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error analysisglobal convergenceunconstrained optimizationLevenberg-Marquardt methodlocal convergencequadratic convergencesuperlinear convergenceimplicit Euler methodgradient systemtimestep selectionfrust region algorithm
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Cited In (35)
- A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems
- A hybrid BB-type method for solving large scale unconstrained optimization
- Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints
- An ODE-based nonmonotone method for unconstrained optimization problems
- Convergence analysis of the Levenberg–Marquardt method
- A hybrid ODE-based method for unconstrained optimization problems
- A second-order pseudo-transient method for steady-state problems
- Computing a Trust Region Step
- Parallel pseudo-transient Newton-Krylov-Schwarz continuation algorithms for bifurcation analysis of incompressible sudden expansion flows
- Computational aerodynamic optimisation of vertical axis wind turbine blades
- Combining trust-region techniques and Rosenbrock methods to compute stationary points
- A modified ODE-based algorithm for unconstrained optimization problems
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- Title not available (Why is that?)
- The convergence of subspace trust region methods
- A new trust region method for unconstrained optimization
- Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
- Deep learning: an introduction for applied mathematicians
- Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: application to stochastic coordinate descent
- Analysis of a quasicontinuum method in one dimension
- A nonmonotone ODE-based method for unconstrained optimization
- Numerical methods for nonlinear equations
- The regularization continuation method for optimization problems with nonlinear equality constraints
- An ODE-like nonmonotone method for nonsmooth convex optimization
- Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system
- Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
- Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
- Continuation Newton methods with deflation techniques for global optimization problems
- A new self-adaptive trust region method for unconstrained optimization
- Computation of a trust region step
- A comparison of methods for traversing regions of non-convexity in optimization problems
- Global convergence of a curvilinear search for non-convex optimization
- Nonmonotone adaptive trust region method
- A Geometric Newton Method for Oja's Vector Field
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