A globally convergent trust-region algorithm for unconstrained derivative-free optimization (Q747209)
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scientific article; zbMATH DE number 6497590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A globally convergent trust-region algorithm for unconstrained derivative-free optimization |
scientific article; zbMATH DE number 6497590 |
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A globally convergent trust-region algorithm for unconstrained derivative-free optimization (English)
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23 October 2015
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The authors present a derivative-free trust-region algorithm for unconstrained optimization problems. The given algorithm is based on the ideas of Powell. It is proved that, under reasonable hypotheses, any accumulation point of the sequence generated by the given algorithm is stationary.
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unconstrained minimization
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trust-region algorithm
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