| Article ID: | iaor19971117 |
| Country: | Netherlands |
| Volume: | 68 |
| Issue: | 3 |
| Start Page Number: | 267 |
| End Page Number: | 301 |
| Publication Date: | Mar 1995 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Martnez Jos Mario, Santos Sandra Augusta |
| Keywords: | trust regions |
The authors present a trust-region method for minimizing a general differentiable function restricted to an arbitrary closed set. They prove a global convergence theorem. The trust-region method defines difficult subproblems that are solvable in some particular cases. The authors analyze in detail the case where the domain is a Euclidean ball. For this case they present numerical experiments where the authors consider different Hessian approximations.