A trust-region strategy for minimization on arbitrary domains

A trust-region strategy for minimization on arbitrary domains

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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: ,
Keywords: trust regions
Abstract:

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.

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