On the convergence of trust region algorithms for unconstrained minimization without derivatives

DOI10.1007/s10589-012-9483-xzbMath1284.90096OpenAlexW2072070078MaRDI QIDQ1928750

M. J. D. Powell

Publication date: 4 January 2013

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-012-9483-x

zbMATH Keywords

derivative free optimizationunconstrained minimizationconvergence theorytrust region methodssymmetric Broyden

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (14)

A trust-region derivative-free algorithm for constrained optimization ⋮ The convergence theorem for fourth-order super-Halley method in weaker conditions ⋮ On the construction of quadratic models for derivative-free trust-region algorithms ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ Analysis of semilocal convergence for ameliorated super-Halley methods with less computation for inversion ⋮ Semilocal convergence on a family of root-finding multi-point methods in Banach spaces under relaxed continuity condition ⋮ Semilocal convergence of a computationally efficient eighth-order method in Banach spaces under \(w\)-continuity condition ⋮ A globally convergent trust-region algorithm for unconstrained derivative-free optimization ⋮ Derivative-free optimization methods ⋮ Recent advances in trust region algorithms ⋮ Convergence analysis on a class of improved Chebyshev methods for nonlinear equations in Banach spaces ⋮ Semilocal convergence of multi-point improved super-Halley-type methods without the second derivative under generalized weak condition

Uses Software

• NEWUOA
• DFO

Cites Work

• Introduction to Derivative-Free Optimization
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the convergence of trust region algorithms for unconstrained minimization without derivatives