Large Scale Trust Region Problems

Palagi, Laura

doi:10.1007/0-306-48332-7_249

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Trust-region Subproblems1

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2014

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“…In the survey [59], Palagi addresses other possibilities for the numerical solution of the largescale TRS: the parametric eigenvalue reformulation-based strategy of Sorensen [80]; the semidefinite programming approach of Rendl & Wolkowicz [70]; the exact penalty function based algorithm of Lucidi, Palagi & Roma [46], and the DC (difference of convex functions) based algorithm of Pham Dinh Tao & Le Thi Hoai An [82].…”

Section: Trust-region Subproblemsmentioning

confidence: 99%

Trust-Region-Based Methods for Nonlinear Programming: Recent Advances and Perspectives

Santos

2014

Pesqui. Oper.

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ABSTRACT. The aim of this text is to highlight recent advances of trust-region-based methods for nonlinear programming and to put them into perspective. An algorithmic framework provides a ground with the main ideas of these methods and the related notation. Specific approaches concerned with handling the trustregion subproblem are recalled, particularly for the large scale setting. Recent contributions encompassing the trust-region globalization technique for nonlinear programming are reviewed, including nonmonotone acceptance criteria for unconstrained minimization; the adaptive adjustment of the trust-region radius; the merging of the trust-region step into a line search scheme, and the usage of the trust-region elements within derivative-free optimization algorithms.

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Section: Trust-region Subproblemsmentioning

confidence: 99%

Trust-Region-Based Methods for Nonlinear Programming: Recent Advances and Perspectives

Santos

2014

Pesqui. Oper.

View full text Add to dashboard Cite

show abstract

Large Scale Trust Region Problems

Cited by 1 publication

References 23 publications

Trust-Region-Based Methods for Nonlinear Programming: Recent Advances and Perspectives

Trust-Region-Based Methods for Nonlinear Programming: Recent Advances and Perspectives

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