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.