COMPUTATION OF A TRUST REGION STEP

The most time consuming work of the trust region method for unconstrained minimizationis to compute a trust region step. This note tries to generalize the way of selecting a trust regionand then to discuss how to compute a trust region step quickly.

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Bibliographic Details
Published in:Acta Mathematicae Applicatae Sinica 1991-10, Vol.7 (4), p.354-362
Main Author: 吴士泉 吴方
Format: Article
Language:English
Subjects:
compute
consuming
generalize
iteration
quickly
satis
selecting
STEP
trust
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Description
Summary:The most time consuming work of the trust region method for unconstrained minimizationis to compute a trust region step. This note tries to generalize the way of selecting a trust regionand then to discuss how to compute a trust region step quickly.
ISSN:0168-9673
1618-3932
DOI:10.1007/BF02009686