Abstract | ||
---|---|---|
It is proved that the iterative sequence constructed by the Basic Trust-Region Algorithm (see Conn et al. in Trust-region methods, MPS-SIAM series on optimization, Philadelphia, 2000), which uses the Cauchy point method, is locally stable and linearly convergent in a neighborhood of a nonsingular local minimizer. |
Year | DOI | Venue |
---|---|---|
2017 | 10.1007/s10957-016-1038-3 | J. Optimization Theory and Applications |
Keywords | Field | DocType |
Unconstrained smooth optimization problem, Basic trust-region method, Iterative sequence, Stability, Linear convergence, 90C30, 90C26, 49M37 | Trust region,Mathematical optimization,Mathematical analysis,Cauchy distribution,Local convergence,Rate of convergence,Invertible matrix,Cauchy's convergence test,Mathematics | Journal |
Volume | Issue | ISSN |
172 | 2 | 1573-2878 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Bui Ngoc Muoi | 1 | 0 | 0.34 |
N. D. Yen | 2 | 104 | 17.57 |