Convergence properties of general trust region algorithms based on the conic model

Convergence properties of general trust region algorithms based on the conic model

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Article ID: iaor20001160
Country: China
Volume: 18
Issue: 2
Start Page Number: 247
End Page Number: 252
Publication Date: Apr 1998
Journal: Journal of Systems Science and Complexity
Authors: ,
Abstract:

This paper presents a general model of trust region algorithm, including the usual trust region algorithms based on quadratic models as their subclasses. The stronger global convergence limk→∞ ∥gk∥ = 0 and the superlinear convergence are considered. Some earlier results are generalized.

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