منابع مشابه
A Second-derivative Trust-region Sqp Method with a “trust-region-free” Predictor Step
In (NAR 08/18 and 08/21, Oxford University Computing Laboratory, 2008) we introduced a second-derivative SQP method (S2QP) for solving nonlinear nonconvex optimization problems. We proved that the method is globally convergent and locally superlinearly convergent under standard assumptions. A critical component of the algorithm is the so-called predictor step, which is computed from a strictly ...
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We consider methods for large-scale unconstrained minimization based on finding an approximate minimizer of a quadratic function subject to a two-norm trust-region constraint. The Steihaug–Toint method uses the conjugate-gradient method to minimize the quadratic over a sequence of expanding subspaces until the iterates either converge to an interior point or cross the constraint boundary. Howev...
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We consider the problem of finding an approximate minimizer of a general quadratic function subject to a two-norm constraint. The Steihaug-Toint method minimizes the quadratic over a sequence of expanding subspaces until the iterates either converge to an interior point or cross the constraint boundary. The benefit of this approach is that an approximate solution may be obtained with minimal wo...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific and Statistical Computing
سال: 1983
ISSN: 0196-5204,2168-3417
DOI: 10.1137/0904038