AN EXAMPLE OF ONLY LINEAR CONVERGENCE OF TRUST REGION ALGORITHMS FOR NON-SMOOTH OPTIMIZATION

被引：23
|
作者：
YUAN, Y [1 ]
机构：
[1] UNIV CAMBRIDGE,DEPT APPL MATH & THEORET PHYS,CAMBRIDGE CB3 9EW,ENGLAND
来源：
IMA JOURNAL OF NUMERICAL ANALYSIS | 1984年 / 4卷 / 03期
关键词：
D O I：
10.1093/imanum/4.3.327
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Most superlinear convergence results about trust region algorithms for non-smooth optimization are dependent on the inactivity of trust region restrictions. An example is constructed to show that it is possible that at every iteration the trust region bound is active and the rate of convergence is only linear, though strict complementarity and second order sufficiency conditions are satisfied. © 1984 by Academic Press Inc. (London) Limited.
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页码：327 / 335
页数：9
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