A hybrid algorithm for the two-trust-region subproblem
نویسندگان
چکیده
منابع مشابه
A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
This paper is devoted to difference of convex functions (d.c.) optimization: d.c. duality, local and global optimality conditions in d.c. programming, the d.c. algorithm (DCA), and its application to solving the trust-region problem. The DCA is an iterative method that is quite different from well-known related algorithms. Thanks to the particular structure of the trust-region problem, the DCA ...
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We present a multilevel numerical algorithm for the exact solution of the Euclidean trust-region subproblem. This particular subproblem typically arises when optimizing a nonlinear (possibly non-convex) objective function whose variables are discretized continuous functions, in which case the different levels of discretization provide a natural multilevel context. The trust-region problem is co...
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ژورنال
عنوان ژورنال: Computational and Applied Mathematics
سال: 2019
ISSN: 2238-3603,1807-0302
DOI: 10.1007/s40314-019-0864-y