A Review of Trust Region Algorithms for Optimization
摘要:
Summary: Iterative methods for optimization can be classified into two categories: line search methods and trust region methods. In this paper we give a review on trust region algorithms for nonlinear optimization. Trust region methods are robust, and can be applied to ill-conditioned problems. A model trust region algorithm is presented to demonstrate the trust region approaches. Various trust region subproblems and their properties are presented. Convergence properties of trust region algorithms are given. Techniques such as backtracking, non-monotone and second order correction are also briefly discussed.
展开
被引量:
年份:
1999
相似文献
参考文献
引证文献
来源期刊
引用走势
辅助模式
引用
文献可以批量引用啦~
欢迎点我试用!