Recent advances in trust region algorithms

doi:10.1007/s10107-015-0893-2

	Recent advances in trust region algorithms
	Yuan, Ya-xiang
	2015-06-01
发表期刊	MATHEMATICAL PROGRAMMING
ISSN	0025-5610
卷号	151 期号:1 页码:249-281
摘要	Trust 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.
关键词	Trust region algorithms Nonlinear optimization Subproblem Complexity Convergence
DOI	10.1007/s10107-015-0893-2
语种	英语
资助项目	National Natural Science Foundation of China[11331012] ; National Natural Science Foundation of China[11321061] ; National Natural Science Foundation of China[11461161005]
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000354623300010
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19827
专题	计算数学与科学工程计算研究所
通讯作者	Yuan, Ya-xiang
作者单位	Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 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.