KMS Of Academy of mathematics and systems sciences, CAS
| Recent advances in trust region algorithms | |
Yuan, Ya-xiang
| |
| 2015-06-01 | |
| Source Publication | MATHEMATICAL PROGRAMMING
 |
| ISSN | 0025-5610 |
| Volume | 151Issue:1Pages:249-281 |
| Abstract | 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. |
| Keyword | Trust region algorithms Nonlinear optimization Subproblem Complexity Convergence |
| DOI | 10.1007/s10107-015-0893-2 |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11331012] ; National Natural Science Foundation of China[11321061] ; National Natural Science Foundation of China[11461161005] |
| WOS Research Area | Computer Science ; Operations Research & Management Science ; Mathematics |
| WOS Subject | Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000354623300010 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/19827 |
| Collection | 计算数学与科学工程计算研究所 |
| Corresponding Author | Yuan, Ya-xiang |
| Affiliation | Chinese 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. |
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