A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties

This paper has two aims: to exhibit very general conditions under which members of a broad class of unconstrained minimization algorithms are globally convergent in a strong sense, and to propose several new algorithms that use second derivative information and achieve such convergence. In the first...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	SIAM journal on numerical analysis 1985-02, Vol.22 (1), p.47-67
Hauptverfasser:	Shultz, Gerald A., Schnabel, Robert B., Byrd, Richard H.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Arithmetic Cholesky factorization Curvature Eigenvalues Eigenvectors Exact sciences and technology Factorization Mathematics Necessary conditions Numerical analysis Numerical analysis in abstract spaces Numerical analysis. Scientific computation Perceptron convergence procedure Sciences and techniques of general use
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!