On the convergence of a wide range of trust region methods for unconstrained optimization

IMA Journal of Numerical Analysis

Volumn 30, Issue 1, 2010, Pages 289-301

  Powell, M J D ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Convergence analysis; Quasi Newton algorithms; Trust region methods; Unconstrained optimization

Indexed keywords

MATRIX ALGEBRA; OPTIMIZATION;

CONVERGENCE ANALYSIS; LIPSCHITZ CONDITIONS; OBJECTIVE FUNCTIONS; QUADRATIC APPROXIMATION; QUASI-NEWTON ALGORITHM; TERMINATION PROPERTY; TRUST-REGION METHODS; UNCONSTRAINED OPTIMIZATION;

ITERATIVE METHODS;

EID: 76549094253     PISSN: 02724979     EISSN: 14643642     Source Type: Journal    
DOI: 10.1093/imanum/drp021     Document Type: Article

References (6)

1. BYRD, R. H., KHALFAN, H. F. & SCHNABEL, R. B. (1996) Analysis of a symmetric rank-one trust region method. SIAM J. Optim., 6, 1025-1039.
2. CONN, A. R., GOULD, N. I. M. & TOINT, PH. L. (1991) Convergence of quasi-Newton matrices generated by the symmetric rank one update. Math. Program., 50, 177-195.
3. CONN, A. R., GOULD, N. I. M. & TOINT, PH. L. (2000) Trust-Region Methods. MPS/SIAM Series on Optimization. Philadelphia: SIAM.
4. NOCEDAL, J. & WRIGHT, S. J. (1999) Numerical Optimization. New York: Springer.
5. POWELL, M. J. D. (1984) On the global convergence of trust region algorithms for unconstrained minimization. Math. Program., 29, 297-303.
6. SUN, W. & YUAN, Y. (2006) Optimization Theory and Methods: Nonlinear Programming. New York: Springer.