A restricted trust region algorithm for unconstrained optimization

DOI10.1007/BF00942189zbMath0556.90075MaRDI QIDQ761253

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)

Related Items

A trust-region algorithm for equality-constrained optimization via a reduced dimension approach. ⋮ A truncated Newton method with non-monotone line search for unconstrained optimization ⋮ A trust-region method with a conic model for unconstrained optimization ⋮ An algorithm for solving sparse nonlinear least squares problems ⋮ A conic trust-region method and its convergence properties ⋮ Scaled optimal path trust-region algorithm

Uses Software

• minpack
• GQTPAR

Cites Work

• Unnamed Item
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• New least-square algorithms
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• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
• On the Modification of LDL T Factorizations
• A new arc algorithm for unconstrained optimization
• On the use of directions of negative curvature in a modified newton method
• A modified secant method for unconstrained minimization
• Maximization by Quadratic Hill-Climbing
• Non-Linear Programming Via Penalty Functions
• Conjugate Directions without Linear Searches
• A method for the solution of certain non-linear problems in least squares