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Volumn 6, Issue 4, 1996, Pages 1025-1039

Analysis of a symmetric rank-one trust region method

Author keywords

Quasi Newton method; Superlinear convergence; Symmetric rank one update

Indexed keywords


EID: 0030494095     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623493252985     Document Type: Article
Times cited : (63)

References (14)
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    • Broyden, C.G.1    Dennis J.E., Jr.2    Moré, J.J.3
  • 2
    • 84966215545 scopus 로고
    • Testing a class of methods for solving minimization problems with simple bounds on the variables
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    • Conn, A.R.1    Gould, N.I.M.2    Toint, P.H.3
  • 3
    • 33845521414 scopus 로고
    • Convergence of quasi-Newton matrices generated by the symmetric rank one update
    • _ [1991], Convergence of quasi-Newton matrices generated by the symmetric rank one update, Math. Programming, 50, pp. 177-195.
    • (1991) Math. Programming , vol.50 , pp. 177-195
  • 5
    • 85033747141 scopus 로고
    • Ph.D. thesis, Department of Mathematics, University of Colorado at Boulder, Boulder, CO
    • H. FAYEZ KHALFAN [1989], Topics in Unconstrained Optimization, Ph.D. thesis, Department of Mathematics, University of Colorado at Boulder, Boulder, CO.
    • (1989) Topics in Unconstrained Optimization
    • Fayez Khalfan, H.1
  • 6
    • 0002450905 scopus 로고
    • A theoretical and experimental study of the symmetric rank one update
    • H. FAYEZ KHALFAN, R. H. BYRD, AND R. B. SCHNABEL [1993], A theoretical and experimental study of the symmetric rank one update, SIAM J. Optim., 3, pp. 1-24.
    • (1993) SIAM J. Optim. , vol.3 , pp. 1-24
    • Fayez Khalfan, H.1    Byrd, R.H.2    Schnabel, R.B.3
  • 7
    • 0020831469 scopus 로고
    • The convergence of variable metric matrices in unconstrained optimization
    • R.-P. GE AND M. J. D. POWELL [1983], The convergence of variable metric matrices in unconstrained optimization, Math. Programming, 27, pp. 123-143.
    • (1983) Math. Programming , vol.27 , pp. 123-143
    • Ge, R.-P.1    Powell, M.J.D.2
  • 8
    • 84976845336 scopus 로고
    • Testing unconstrained optimization software
    • J. J. MORÉ, B. S. GARBOW, AND K. E. HILLSTROM [1981], Testing unconstrained optimization software, TOMS, 7, pp. 17-41.
    • (1981) TOMS , vol.7 , pp. 17-41
    • Moré, J.J.1    Garbow, B.S.2    Hillstrom, K.E.3
  • 11
    • 0002340344 scopus 로고
    • A new algorithm for unconstrained optimization
    • J. Rosen, O. Mangasarian, and K. Ritter, eds., Academic Press, New York
    • M. J. D. POWELL [1970], A new algorithm for unconstrained optimization, in Nonlinear Programming, J. Rosen, O. Mangasarian, and K. Ritter, eds., Academic Press, New York, pp. 31-65.
    • (1970) Nonlinear Programming , pp. 31-65
    • Powell, M.J.D.1
  • 12
    • 0002302301 scopus 로고
    • Convergence properties of a class of minimization algorithms
    • O. Mangasarian, R. Meyer, and S. Robinson, eds., Academic Press, New York
    • _ [1975], Convergence properties of a class of minimization algorithms, in Nonlinear Programming 2, O. Mangasarian, R. Meyer, and S. Robinson, eds., Academic Press, New York, pp. 1-27.
    • (1975) Nonlinear Programming , vol.2 , pp. 1-27
  • 13
    • 0022205528 scopus 로고
    • A modular system of algorithms for unconstrained minimization
    • R. B. SCHNABEL, J. E. KOONTZ, AND B. E. WEISS [1985], A modular system of algorithms for unconstrained minimization, TOMS, 11, pp. 419-440.
    • (1985) TOMS , vol.11 , pp. 419-440
    • Schnabel, R.B.1    Koontz, J.E.2    Weiss, B.E.3
  • 14
    • 0022015590 scopus 로고
    • A family of trust-region-based algorithms for unconstrained minimization with strong global convergence properties
    • G. A. SHULTZ, R. B. SCHNABEL, AND R. H. BYRD [1985], A family of trust-region-based algorithms for unconstrained minimization with strong global convergence properties, SIAM J. Numer. Anal., 22, pp. 47-67.
    • (1985) SIAM J. Numer. Anal. , vol.22 , pp. 47-67
    • Shultz, G.A.1    Schnabel, R.B.2    Byrd, R.H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.