A globally convergent trust-region algorithm for unconstrained derivative-free optimization

被引：0
|
作者：
Priscila S. Ferreira
Elizabeth W. Karas
Mael Sachine
机构：
[1] Federal University of Paraná,Department of Mathematics
来源：
Computational and Applied Mathematics | 2015年 / 34卷
关键词：
Unconstrained minimization; Derivative-free optimization; Trust-region methods; Polynomial interpolation ; Global convergence; 65K05; 90C30; 90C56;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work we propose a derivative-free trust-region algorithm for unconstrained optimization. The algorithm is based on the ideas of Powell (Comput Optim Appl 53:527–555, 2012). We turn his general ideas into a step-form algorithm that avoids unnecessary reductions of the trust-region radius. The results related to the global convergence of the algorithm are presented in detail. We prove that, under reasonable hypotheses, any accumulation point of the sequence generated by the algorithm is stationary.
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页码：1075 / 1103
页数：28
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