ISSN:
1436-4646
Schlagwort(e):
Nonlinear programming
;
Trust-region methods
;
Global convergence
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Informatik
,
Mathematik
Notizen:
Abstract We present a trust-region method for minimizing a general differentiable function restricted to an arbitrary closed set. We prove a global convergence theorem. The trust-region method defines difficult subproblems that are solvable in some particular cases. We analyze in detail the case where the domain is a Euclidean ball. For this case we present numerical experiments where we consider different Hessian approximations.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01585768
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