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)

zbMATH Keywords

unconstrained optimizationConvergence propertiescurvilinear pathstrust-region-like algorithm

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 3617919 (Why is no real title available?)
• A method for the solution of certain non-linear problems in least squares
• A modified Newton method for minimization
• A modified secant method for unconstrained minimization
• A new arc algorithm for unconstrained optimization
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Computing Optimal Locally Constrained Steps
• Computing a Trust Region Step
• Conjugate Directions without Linear Searches
• Curvilinear path steplength algorithms for minimization which use directions of negative curvature
• Factorizing symmetric indefinite matrices
• Maximization by Quadratic Hill-Climbing
• New least-square algorithms
• Newton’s Method with a Model Trust Region Modification
• Non-Linear Programming Via Penalty Functions
• On the Modification of LDL T Factorizations
• On the use of directions of negative curvature in a modified newton method
• Test examples for nonlinear programming codes
• Testing Unconstrained Optimization Software

Cited in

(11)

• An improved trust region method for unconstrained optimization
• Scaled optimal path trust-region algorithm
• A stochastic trust region method for unconstrained optimization problems
• A conic trust-region method and its convergence properties
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• A limited memory trust region method for unconstrained optimization and its implementation
• A trust-region method with a conic model for unconstrained optimization
• A truncated Newton method with non-monotone line search for unconstrained optimization
• A new trust region method for unconstrained optimization
• A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.
• An algorithm for solving sparse nonlinear least squares problems

Describes a project that uses

Uses Software

• minpack
• GQTPAR

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