A TRUST-REGION STRATEGY FOR MINIMIZATION ON ARBITRARY DOMAINS

被引：36

作者：

MARTINEZ, JM

SANTOS, SA

机构：

[1] Department of Applied Mathematics, State University of Campinas, IMECC-UNICAMP, Campinas, 13081, SP

来源：

MATHEMATICAL PROGRAMMING | 1995年 / 68卷 / 03期

基金：

巴西圣保罗研究基金会;

关键词：

NONLINEAR PROGRAMMING; TRUST-REGION METHODS; GLOBAL CONVERGENCE;

D O I：

10.1007/BF01585768

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We present a trust-region method for minimizing a general differentiable function restricted to an arbitrary closed set. We prove a global convergence theorem. The trust-region method defines difficult subproblems that are solvable in some particular cases. We analyze in detail the case where the domain is a Euclidean ball. For this case we present numerical experiments where we consider different Hessian approximations.

引用

页码：267 / 301

页数：35

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