ON THE SUPERLINEAR CONVERGENCE OF A TRUST REGION ALGORITHM FOR NONSMOOTH OPTIMIZATION

被引：75

作者：

YUAN, Y

机构：

[1] Univ of Cambridge, Dep of Applied, Mathematics & Theoretical, Physics, Cambridge, Engl, Univ of Cambridge, Dep of Applied Mathematics & Theoretical Physics, Cambridge, Engl

来源：

MATHEMATICAL PROGRAMMING | 1985年 / 31卷 / 03期

关键词：

COMPUTER PROGRAMMING - Algorithms - MATHEMATICAL PROGRAMMING;

D O I：

10.1007/BF02591949

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

It is proved that the second-order correction trust region algorithm of R. Fletcher ensures superlinear convergence if some mild conditions are satisfied.

引用

页码：269 / 285

页数：17

共 16 条

[1]

[Anonymous], [No title captured]

[2] MINIMIZATION TECHNIQUES FOR PIECEWISE DIFFERENTIABLE FUNCTIONS - L1 SOLUTION TO AN OVERDETERMINED LINEAR-SYSTEM [J].

BARTELS, RH ;

CONN, AR ;

SINCLAIR, JW .

SIAM JOURNAL ON NUMERICAL ANALYSIS, 1978, 15 (02) :224-241

[3]

FLETCHER R, 1982, MATH PROGRAM STUD, V17, P67

[4]

FLETCHER R, 1970, AERE6370 REP

[5]

Fletcher R., 1982, NUMERICAL ANAL, P85

[6]

Fletcher R., 1981, PRACTICAL METHODS OP

[7]

Gill P. E., 1974, NUMERICAL METHODS CO

[8] NUMERICALLY STABLE METHODS FOR QUADRATIC PROGRAMMING [J].

GILL, PE ;

MURRAY, W .

MATHEMATICAL PROGRAMMING, 1978, 14 (03) :349-372

[9]

GILL PE, 1982, NONLINEAR OPTIMIZATI

[10] A NUMERICALLY STABLE DUAL METHOD FOR SOLVING STRICTLY CONVEX QUADRATIC PROGRAMS [J].

GOLDFARB, D ;

IDNANI, A .

MATHEMATICAL PROGRAMMING, 1983, 27 (01) :1-33

← 1 2 →