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  • 1
    Electronic Resource
    Electronic Resource
    A trust-region strategy for minimization on arbitrary domains (1995)
    Springer
    Mathematical programming 68 (1995), S. 267-301 
    Details
    ISSN: 1436-4646
    Keywords: Nonlinear programming ; Trust-region methods ; Global convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01585768
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