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作 者:Xinlong Luo
机构地区:[1]不详
出 处:《Applied Mathematics》2011年第4期424-426,共3页应用数学(英文)
摘 要:Trust-region methods are popular for nonlinear optimization problems. How to determine the predicted reduction of the trust-region subproblem is a key issue for trust-region methods. Powell gave an estimation of the lower bound of the trust-region subproblem by considering the negative gradient direction. In this article, we give an alternate way to estimate the same lower bound of the trust-region subproblem.Trust-region methods are popular for nonlinear optimization problems. How to determine the predicted reduction of the trust-region subproblem is a key issue for trust-region methods. Powell gave an estimation of the lower bound of the trust-region subproblem by considering the negative gradient direction. In this article, we give an alternate way to estimate the same lower bound of the trust-region subproblem.
关 键 词:TRUST-REGION METHOD UNCONSTRAINED OPTIMIZATION TRUST-REGION Subproblem
分 类 号:O22[理学—运筹学与控制论]
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