On the global convergence of trust region algorithms for unconstrained minimization |
| |
Authors: | M. J. D. Powell |
| |
Affiliation: | (1) Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Silver Street, CB3 9EW Cambridge, England |
| |
Abstract: | Many trust region algorithms for unconstrained minimization have excellent global convergence properties if their second derivative approximations are not too large [2]. We consider how large these approximations have to be, if they prevent convergence when the objective function is bounded below and continuously differentiable. Thus we obtain a useful convergence result in the case when there is a bound on the second derivative approximations that depends linearly on the iteration number. |
| |
Keywords: | Convergence Quasi-Newton Methods Trust Regions Unconstrained Optimization |
本文献已被 SpringerLink 等数据库收录! |