Convergence properties of minimization algorithms for convex constraints using a structured trust region

被引:14
作者
Conn, AR
Gould, N
Sartenaer, A
Toint, PL
机构
[1] RUTHERFORD APPLETON LAB,CHILTON,OXON,ENGLAND
[2] FAC UNIV NOTRE DAME PAIX,DEPT MATH,B-5000 NAMUR,BELGIUM
关键词
trust region methods; structured problems; large-scale optimization; partial separability; convex constraints;
D O I
10.1137/S1052623492236481
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we present a class of trust region algorithms for minimization problems within convex feasible regions in which the structure of the problem is explicitly used in the definition of the trust region. This development is intended to reflect the possibility that some parts of the problem may be more accurately modelled than others, a common occurrence in large-scale nonlinear applications. After describing the structured trust region mechanism, we prove global convergence for all algorithms in our class.
引用
收藏
页码:1059 / 1086
页数:28
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