On the solution of a two ball trust region subproblem

On the solution of a two ball trust region subproblem

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Article ID: iaor19961442
Country: Netherlands
Volume: 64
Issue: 3
Start Page Number: 249
End Page Number: 276
Publication Date: May 1994
Journal: Mathematical Programming (Series A)
Authors:
Keywords: trust regions
Abstract:

The paper investigates the structure of a two ball trust region subproblem arising frequently in nonlinear parameter identification problems and propose a method for its solution. The method decomposes the subproblem and allows the application of efficient, well studied methods for the solution of trust region subproblems arising in unconstrained optimization. In the discussion of the structure the paper focuses on the case where both constraints are acive and on the treatment of the unconstrained problem.

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