A hybrid trust region algorithm for unconstrained optimization
type: Item
instance of: scholarly article
title: A hybrid trust region algorithm for unconstrained optimization
zbMATH Open document ID: 1217.65109
published in: Applied Numerical Mathematics
publication date: 2011-05-17T00:00:00Z
review text: The author considers unconstrained optimization problem consisting in minimization of a continuously differentiable function \(f: \mathbb{R}^n\to\mathbb{R}\). The paper presents a hybrid trust region algorithm for solving the problem. Global and superlinear convergence of the proposed algorithm is proved. The efficiency of the algorithm is demonstrated on numerical tests presented in the concluding part of the paper.
reviewed by: Karel Zimmermann
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 5895499
zbMATH Keywords: trust region method
zbMATH Keywords: line search technique
zbMATH Keywords: unconstrained optimization
author: Yigui Ou
describes a project that uses: minpack
MaRDI profile type: Publication
full work available at URL: j.apnum.2011.03.002
OpenAlex ID: W2092523927
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DOI: 10.1016/J.APNUM.2011.03.002
description: scientific article; zbMATH DE number 5895499