Revising two trust region subproblems for unconstrained derivative free methods

zbMATH Open1308.90203MaRDI QIDQ5178149FDOQ5178149

Authors: Qinghua Zhou, Yan Geng 

Publication date: 13 March 2015

Full work available at URL: http://www.pphmj.com/abstract/8686.htm

Recommendations

• A trust-region derivative-free algorithm for constrained optimization
• A globally convergent trust-region algorithm for unconstrained derivative-free optimization
• A hybrid trust region algorithm for unconstrained optimization
• Improved trust-region derivative-free algorithm for general constrained optimization problems
• Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points

zbMATH Keywords

quadratic modelunconstrained optimizationsimplexLagrange functionmultidirectional search method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Uses Software

• DFO
• COBYLA2
• minpack
• UOBYQA

This page was built for publication: Revising two trust region subproblems for unconstrained derivative free methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5178149)