Approximate solution of the trust region problem by minimization over two-dimensional subspaces

Mathematical Programming

Volumn 40, Issue 1-3, 1988, Pages 247-263

  Byrd, Richard H ^a   Schnabel, Robert B ^a   Shultz, Gerald A ^a,b  

^a UNIVERSITY OF COLORADO   (United States)

^b METROPOLITAN STATE UNIVERSITY OF DENVER   (United States)

Author keywords

trust region; Unconstrained optimization

Indexed keywords

COMPUTER PROGRAMMING - ALGORITHMS; MATHEMATICAL PROGRAMMING;

MINIMIZATION OVER TWO-DIMENSIONAL SUBSPACES; TRUST REGION; UNCONSTRAINED OPTIMIZATION;

OPTIMIZATION;

EID: 34250095268     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/BF01580735     Document Type: Article

References (15)

1. A trust region strategy for nonlinear equality constrained optimization
2. Two new unconstrained optimization algorithms which use function and gradient values
3. Computing optimal locally constrained steps
4. The Levenberg-Marquardt algorithm: implementation and theory
5. Testing unconstrained optimization software
6. Computing a trust region step
7. A new algorithm for unconstrained optimization
8. Tensor methods for nonlinear equations
9. A modular system of algorithms for unconstrained minimization
10. A more portable Fortran random number generator
11. A family of trust-region-based algorithms for unconstrained minimization with strong global convergence properties
12. Newton's method with a model trust region modification