CSpace  > 计算数学与科学工程计算研究所
Recent advances in trust region algorithms
Yuan, Ya-xiang
2015-06-01
Source PublicationMATHEMATICAL PROGRAMMING
ISSN0025-5610
Volume151Issue:1Pages:249-281
AbstractTrust 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.
KeywordTrust region algorithms Nonlinear optimization Subproblem Complexity Convergence
DOI10.1007/s10107-015-0893-2
Language英语
Funding ProjectNational Natural Science Foundation of China[11331012] ; National Natural Science Foundation of China[11321061] ; National Natural Science Foundation of China[11461161005]
WOS Research AreaComputer Science ; Operations Research & Management Science ; Mathematics
WOS SubjectComputer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000354623300010
PublisherSPRINGER HEIDELBERG
Citation statistics
Cited Times:64[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/19827
Collection计算数学与科学工程计算研究所
AffiliationChinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Recommended Citation
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Yuan, Ya-xiang]'s Articles
Baidu academic
Similar articles in Baidu academic
[Yuan, Ya-xiang]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Yuan, Ya-xiang]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.