Minimizing a Quadratic Over a Sphere
نویسنده
چکیده
A new method, the sequential subspace method (SSM), is developed for the problem of minimizing a quadratic over a sphere. In our scheme, the quadratic is minimized over a subspace which is adjusted in successive iterations to ensure convergence to an optimum. When a sequential quadratic programming iterate is included in the subspace, convergence is locally quadratic. Numerical comparisons with other recent methods are given.
منابع مشابه
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 12 شماره
صفحات -
تاریخ انتشار 2001