Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/11325
Title: | Global convergence of general derivative-free trust-region algorithms to first and second order critical points | Authors: | Conn, Andrew R. Scheinberg, Katya Vicente, Luís Nunes |
Keywords: | Trust-region methods; Derivative-free optimization; Nonlinear optimization; Global convergence | Issue Date: | 2006 | Publisher: | Centro de Matemática da Universidade de Coimbra | Citation: | Pré-Publicações DMUC. 06-49 (2006) | Abstract: | In this paper we prove global convergence for first and second-order stationarity points of a class of derivative-free trust-region methods for unconstrained optimization. These methods are based on the sequential minimization of linear or quadratic models built from evaluating the objective function at sample sets. The derivative-free models are required to satisfy Taylor-type bounds but, apart from that, the analysis is independent of the sampling techniques. A number of new issues are addressed, including global convergence when acceptance of iterates is based on simple decrease of the objective function, trust-region radius maintenance at the criticality step, and global convergence for second-order critical points. | URI: | https://hdl.handle.net/10316/11325 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Vários |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Global convergence of general derivative-free trust-region algorithms.pdf | 240.23 kB | Adobe PDF | View/Open |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.