Local Stability and Local Convergence of the Basic Trust-Region Method

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• 作者：Bui Ngoc Muoi ; Nguyen Dong Yen
• 关键词：Unconstrained smooth optimization problem ; Basic trust ; region method ; Iterative sequence ; Stability ; Linear convergence
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：172
• 期：2
• 页码：578-593
• 全文大小：
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Optimization; Theory of Computation; Applications of Mathematics; Engineering, general; Operation Research/Decision Theory;
• 出版者：Springer US
• ISSN：1573-2878
• 卷排序：172

文摘

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.