Trust region dogleg path algorithms for unconstrained minimization

Trust region dogleg path algorithms for unconstrained minimization

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Article ID: iaor2000513
Country: Netherlands
Volume: 87
Issue: 1
Start Page Number: 407
End Page Number: 418
Publication Date: Apr 1999
Journal: Annals of Operations Research
Authors: ,
Keywords: trust regions
Abstract:

In this paper, we propose a class of convenient curvilinear search algorithms to solve trust region problems arising from unconstrained optimization. The curvilinear paths we set are dogleg paths, generated mainly by employing Bunch–Parlett factorization for general symmetric matrices which may be indefinite. These algorithms are easy to use and globally convergent. It is proved that these algorithms satisfy the first- and second-order stationary point convergence properties and that the convergence rate is quadratic under commonly used conditions.

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