A restricted trust region algorithm for unconstrained optimization

DOI10.1007/BF00942189MaRDI QIDQ761253zbMATH OpenFDO

Authors J. P. Bulteau, Jean-Philippe Vial

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00942189

zbMATH Keywords

Convergence propertiescurvilinear pathstrust-region-like algorithmunconstrained optimization

Mathematics Subject Classification ID

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

Review text

This paper proposes an efficient implementation of a trust-region-like algorithm. The trust region is restricted to an appropriately chosen two- dimensional subspace. Convergence properties are discussed and numerical results are reported.

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Cites work

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Cited in

(12)

• A conic trust-region method and its convergence properties
• A truncated Newton method with non-monotone line search for unconstrained optimization
• Scaled optimal path trust-region algorithm
• An algorithm for solving sparse nonlinear least squares problems
• A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.
• A stochastic trust region method for unconstrained optimization problems
• A new trust region method for unconstrained optimization
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• A trust-region method with a conic model for unconstrained optimization
• scientific article; zbMATH DE number 1159154 (Why is no real title available?)
• A limited memory trust region method for unconstrained optimization and its implementation
• An improved trust region method for unconstrained optimization

Describes a project that uses

Uses Software

• GQTPAR
• minpack

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