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Title: Global convergence of general derivative-free trust-region algorithms to first and second order critical points
Authors: Conn, Andrew R. 
Scheinberg, Katya 
Vicente, Luís Nunes 
Keywords: Trust-region methods; Derivative-free optimization; Nonlinear optimization; Global convergence
Issue Date: 2006
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 06-49 (2006)
Abstract: In this paper we prove global convergence for first and second-order stationarity points of a class of derivative-free trust-region methods for unconstrained optimization. These methods are based on the sequential minimization of linear or quadratic models built from evaluating the objective function at sample sets. The derivative-free models are required to satisfy Taylor-type bounds but, apart from that, the analysis is independent of the sampling techniques. A number of new issues are addressed, including global convergence when acceptance of iterates is based on simple decrease of the objective function, trust-region radius maintenance at the criticality step, and global convergence for second-order critical points.
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

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