Title
Local Stability and Local Convergence of the Basic Trust-Region Method.
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 Muoi100.34
N. D. Yen210417.57