A RESTRICTED TRUST REGION ALGORITHM FOR UNCONSTRAINED OPTIMIZATION

被引：23

作者：

BULTEAU, JP

VIAL, JP

机构：

[1] Univ Catholique de Louvain, Cent for, Operations Research &, Econometrics, Louvain, Belg, Univ Catholique de Louvain, Cent for Operations Research & Econometrics, Louvain, Belg

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1985年 / 47卷 / 04期

关键词：

COMPUTER PROGRAMMING - Algorithms;

D O I：

10.1007/BF00942189

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper proposes an efficient implementation of a trust-region-like algorithm. The trust region is restricted to an appropriately chosen two-dimensional subspace. Convergence properties are discussed and numerical results are reported.

引用

页码：413 / 435

页数：23

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