On the convergence of trust region algorithms for unconstrained minimization without derivatives

Computational Optimization and Applications

Volumn 53, Issue 2, 2012, Pages 527-555

  Powell, M J D ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Convergence theory; Derivative free optimization; Symmetric Broyden; Trust region methods; Unconstrained minimization

Indexed keywords

BROYDEN; CONVERGENCE THEORY; DERIVATIVE-FREE OPTIMIZATION; TRUST-REGION METHODS; UNCONSTRAINED MINIMIZATION;

ALGORITHMS;

ITERATIVE METHODS;

EID: 84868342858     PISSN: 09266003     EISSN: 15732894     Source Type: Journal    
DOI: 10.1007/s10589-012-9483-x     Document Type: Conference Paper

References (5)

1. Conn, A.R., Scheinberg, K., Vicente, L.N.: On the convergence of derivative-free methods for unconstrained optimization. In: Buhmann, M.D., Iserles, A. (eds.) Approximation Theory and Optimization, pp. 83-108. Cambridge University Press, Cambridge (1997)
2. Conn, A.R., Scheinberg, K., Vicente, L.N.: Global convergence of general derivative-free trust-region algorithms to first and second order critical points. SIAM J. Optim. 20, 387-415 (2009)
3. Conn, A.R., Scheinberg, K., Vicente, L.N.: Introduction to Derivative-Free Optimization. SIAM, Philadelphia (2009)
4. Powell, M.J.D.: A direct search optimization method that models the objective and constraint functions by linear interpolation. In: Gomez, S., Hennart, J.-. (eds.) Advances in Optimization and Numerical Analysis, pp. 51-67. Kluwer Academic, Dordrecht (1994)
5. Powell, M.J.D.: The NEWUOA software for unconstrained optimization without derivatives. In: Di Pillo, G., Roma, M. (eds.) Large-Scale Optimization, pp. 255-297. Springer, New York (2006)