Recent advances in trust region algorithms
文献类型：期刊论文
| 作者 | Yuan, Ya-xiang
|
| 刊名 | MATHEMATICAL PROGRAMMING
 |
| 出版日期 | 2015-06-01 |
| 卷号 | 151期号:1页码:249-281 |
| 关键词 | Trust region algorithms Nonlinear optimization Subproblem Complexity Convergence |
| ISSN号 | 0025-5610 |
| DOI | 10.1007/s10107-015-0893-2 |
| 英文摘要 | Trust region methods are a class of numerical methods for optimization. Unlike line search type methods where a line search is carried out in each iteration, trust region methods compute a trial step by solving a trust region subproblem where a model function is minimized within a trust region. Due to the trust region constraint, nonconvex models can be used in trust region subproblems, and trust region algorithms can be applied to nonconvex and ill-conditioned problems. Normally it is easier to establish the global convergence of a trust region algorithm than that of its line search counterpart. In the paper, we review recent results on trust region methods for unconstrained optimization, constrained optimization, nonlinear equations and nonlinear least squares, nonsmooth optimization and optimization without derivatives. Results on trust region subproblems and regularization methods are also discussed. |
| 语种 | 英语 |
| WOS记录号 | WOS:000354623300010 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19826]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Yuan, Ya-xiang |
| 作者单位 | Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yuan, Ya-xiang. Recent advances in trust region algorithms[J]. MATHEMATICAL PROGRAMMING,2015,151(1):249-281. |
| APA | Yuan, Ya-xiang.(2015).Recent advances in trust region algorithms.MATHEMATICAL PROGRAMMING,151(1),249-281. |
| MLA | Yuan, Ya-xiang."Recent advances in trust region algorithms".MATHEMATICAL PROGRAMMING 151.1(2015):249-281. |
入库方式： OAI收割
来源：数学与系统科学研究院
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