A model-trust region algorithm utilizing a quadratic interpolant
type: Item
instance of: scholarly article
title: A model-trust region algorithm utilizing a quadratic interpolant
zbMATH Open document ID: 0931.65060
DOI: 10.1016/S0377-0427(98)00052-1
author: Brian J. McCartin
published in: Journal of Computational and Applied Mathematics
publication date: 2000-02-14T00:00:00Z
review text: This paper deals with a new procedure for solving unconstrained optimization problems arising for instance through minimization of the norm of the residual of a system of nonlinear equations. The author presents an improvement to the standard ``double dogleg'' version of this algorithm via replacement of its piecewise-linear approximant by a quadratic interpolant. This method is compared to the ``double dogleg'' strategy on a suite of standard test problems. These techniques are included in model-trust region algorithms.
reviewed by: Yves Cherruault
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 1326408
zbMATH Keywords: numerical examples
zbMATH Keywords: quadratic interpolation
zbMATH Keywords: double dogleg strategy
zbMATH Keywords: unconstrained optimization
zbMATH Keywords: nonlinear equations
zbMATH Keywords: model-trust region algorithms
describes a project that uses: minpack
MaRDI profile type: Publication
cites work: Q3702408
cites work: Q3998992
cites work: Testing Unconstrained Optimization Software
cites work: Q3747632
cites work: On the Problem of Runs
description: scientific article; zbMATH DE number 1326408