A retrospective trust-region method for unconstrained optimization
نویسندگان
چکیده
منابع مشابه
A retrospective trust-region method for unconstrained optimization
We introduce a new trust-region method for unconstrained optimization where the radius update is computed using the model information at the current iterate rather than at the preceding one. The update is then performed according to how well the current model retrospectively predicts the value of the objective function at last iterate. Global convergence to rstand second-order critical points i...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2008
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-008-0258-1