Computation of a trust region step

Computation of a trust region step

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Article ID: iaor19942440
Country: China
Volume: 7
Issue: 4
Start Page Number: 353
End Page Number: 361
Publication Date: Oct 1991
Journal: Acta Mathematicae Applicatae Sinica
Authors: ,
Abstract:

The most time consuming work of the trust region method for unconstrained minimization is to compute a trust region step. This note tries to generalize the way of selecting a trust region and then discusses how to compute a trust region step quickly.

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