A trust region algorithm for unconstrained optimization

被引:4
|
作者
Corradi, G [1 ]
机构
[1] Univ Rome La Sapienza, Dipartimento Matemat, Fac Econ, I-00161 Rome, Italy
关键词
nonlinear optimization; trust region method; superlinear convergence;
D O I
10.1080/00207169708804601
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper a trust region method, based on approximation of f(.) and f'(.) of higher order, is presented. A convergence analysis for the method is considered too. Numerical results are reported.
引用
收藏
页码:109 / 119
页数:11
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