On fast trust region methods for quadratic models with linear constraints
نویسندگان
چکیده
منابع مشابه
On fast trust region methods for quadratic models with linear constraints
Quadratic models Qk(x), x ∈ R, of the objective function F (x), x∈R, are used by many successful iterative algorithms for minimization, where k is the iteration number. Given the vector of variables xk ∈ R, a new vector xk+1 may be calculated that satisfies Qk(xk+1) < Qk(xk), in the hope that it provides the reduction F (xk+1)<F (xk). Trust region methods include a bound of the form ‖xk+1−xk‖ ≤...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2015
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-015-0084-4