Outer Trust-Region Method for Constrained Optimization
نویسندگان
چکیده
منابع مشابه
Outer Trust-Region Method for Constrained Optimization
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an Outer Trust-Region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones and ...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2011
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-011-9815-5