A trust-region strategy for minimization on arbitrary domains
نویسندگان
چکیده
We present a trust region method for minimizing a general diierentiable function restricted to an arbitrary closed set. We prove a global convergence theorem. The trust region method deenes diicult subproblems that are solvable in some particular cases. We analyze in detail the case where the domain is an Euclidean ball. For this case we present numerical experiments where we consider diierent Hessian approximations.
منابع مشابه
A New Strategy for Choosing the Radius Adjusting Parameters in Trust Region Methods
Trust region methods are a class of important and efficient methods for solving unconstrained optimization problems. The efficiency of these methods strongly depends on the initial parameter, especially radius adjusting parameters. In this paper, we propose a new strategy for choosing the radius adjusting parameters. Numerical results from testing the new idea to solve a class of unconstrained ...
متن کاملA Trust-region Method using Extended Nonmonotone Technique for Unconstrained Optimization
In this paper, we present a nonmonotone trust-region algorithm for unconstrained optimization. We first introduce a variant of the nonmonotone strategy proposed by Ahookhosh and Amini cite{AhA 01} and incorporate it into the trust-region framework to construct a more efficient approach. Our new nonmonotone strategy combines the current function value with the maximum function values in some pri...
متن کاملOn SOCP/SDP Formulation of the Extended Trust Region Subproblem
We consider the extended trust region subproblem (eTRS) as the minimization of an indefinite quadratic function subject to the intersection of unit ball with a single linear inequality constraint. Using a variation of the S-Lemma, we derive the necessary and sufficient optimality conditions for eTRS. Then, an OCP/SDP formulation is introduced for the problem. Finally, several illustrative examp...
متن کاملOn Efficiency of Non-Monotone Adaptive Trust Region and Scaled Trust Region Methods in Solving Nonlinear Systems of Equations
In this paper we run two important methods for solving some well-known problems and make a comparison on their performance and efficiency in solving nonlinear systems of equations. One of these methods is a non-monotone adaptive trust region strategy and another one is a scaled trust region approach. Each of methods showed fast convergence in special problems and slow convergence in other o...
متن کاملA Primal-dual Trust-region Algorithm for Minimizing a Non-convex Function Subject to General Inequality and Linear Equality Constraints a Primal-dual Trust-region Algorithm for Non-convex Constrained Minimization
A new primal-dual algorithm is proposed for the minimization of non-convex objective functions subject to general inequality and linear equality constraints. The method uses a primal-dual trust-region model to ensure descent on a suitable merit function. Convergence is proved to second-order critical points from arbitrary starting points. Preliminary numerical results are presented.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Program.
دوره 68 شماره
صفحات -
تاریخ انتشار 1995