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Trust Region Methods

Society for Industrial and Applied Mathematics eBooksPublished 1 January 2000
Andrew R. Conn, Nicholas I. M. Gould, Philippe L. Toint
Citations2,901

TL;DR

This chapter discusses Trust-Region Mewthods for General Constained Optimization and Systems of Nonlinear Equations and Nonlinear Fitting, and some of the methods used in this chapter dealt with these systems.

Abstract

Preface 1. Introduction Part I. Preliminaries: 2. Basic Concepts 3. Basic Analysis and Optimality Conditions 4. Basic Linear Algebra 5. Krylov Subspace Methods Part II. Trust-Region Methods for Unconstrained Optimization: 6. Global Convergence of the Basic Algorithm 7.The Trust-Region Subproblem 8. Further Convergence Theory Issues 9. Conditional Models 10. Algorithmic Extensions 11. Nonsmooth Problems Part III. Trust-Region Methods for Constrained Optimization with Convex Constraints: 12. Projection Methods for Convex Constraints 13. Barrier Methods for Inequality Constraints Part IV. Trust-Region Mewthods for General Constained Optimization and Systems of Nonlinear Equations: 14. Penalty-Function Methods 15. Sequential Quadratic Programming Methods 16. Nonlinear Equations and Nonlinear Fitting Part V. Final Considerations: Practicalities Afterword Appendix: A Summary of Assumptions Annotated Bibliography Subject and Notation Index Author Index.

Keywords

Mathematics