Recent advances in trust region algorithms

doi:10.1007/s10107-015-0893-2

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 计算数学与科学工程计算研究所

	Recent advances in trust region algorithms
	Yuan, Ya-xiang
刊名	MATHEMATICAL PROGRAMMING
	2015-06-01
卷号	151 期号:1 页码:249-281
关键词	Trust region algorithms Nonlinear optimization Subproblem Complexity Convergence
ISSN号	0025-5610
DOI	10.1007/s10107-015-0893-2
英文摘要	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.
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000354623300010
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/19826]
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.