A conic trust-region method and its convergence properties

DOI10.1016/j.camwa.2008.10.092zbMath1165.90596OpenAlexW1998589393MaRDI QIDQ1029835

Su-Da Jiang, Shao-Jian Qu, Ying Zhu

Publication date: 13 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.10.092

zbMATH Keywords

unconstrained optimizationconvergence propertiesconic modeltrust-regioncurvilinear paths

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10)

Related Items (5)

A nonmonotone trust region method based on simple conic models for unconstrained optimization ⋮ Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem ⋮ An adaptive trust region method based on simple conic models ⋮ An iterative algorithm for the conic trust region subproblem ⋮ A CONIC AFFINE SCALING DOGLEG METHOD FOR NONLINEAR OPTIMIZATION WITH BOUND CONSTRAINTS

Uses Software

• CUTEr
• minpack
• CUTE

Cites Work

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• Approximate solution of the trust region problem by minimization over two-dimensional subspaces
• Test example for nonlinear programming codes
• Interpolation by conic model for unconstrained optimization
• Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
• On the global convergence of trust region algorithms for unconstrained minimization
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• Conic Approximations and Collinear Scalings for Optimizers
• Testing Unconstrained Optimization Software
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• CUTE
• Trust Region Methods
• A Conic Algorithm for Optimization
• A conic trust-region method for nonlinearly constrained optimization

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