Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/11325
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Conn, Andrew R. | - |
dc.contributor.author | Scheinberg, Katya | - |
dc.contributor.author | Vicente, Luís Nunes | - |
dc.date.accessioned | 2009-09-08T09:30:44Z | - |
dc.date.available | 2009-09-08T09:30:44Z | - |
dc.date.issued | 2006 | - |
dc.identifier.citation | Pré-Publicações DMUC. 06-49 (2006) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/11325 | - |
dc.description.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. | en_US |
dc.description.sponsorship | Centro de Matemática da Universidade de Coimbra; FCT under grant POCI/59442/MAT/2004 | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Centro de Matemática da Universidade de Coimbra | en_US |
dc.rights | openAccess | eng |
dc.subject | Trust-region methods | en_US |
dc.subject | Derivative-free optimization | en_US |
dc.subject | Nonlinear optimization | en_US |
dc.subject | Global convergence | en_US |
dc.title | Global convergence of general derivative-free trust-region algorithms to first and second order critical points | en_US |
dc.type | preprint | en_US |
item.openairetype | preprint | - |
item.languageiso639-1 | en | - |
item.openairecristype | http://purl.org/coar/resource_type/c_816b | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | open | - |
item.fulltext | Com Texto completo | - |
crisitem.author.orcid | 0000-0003-1097-6384 | - |
Appears in Collections: | FCTUC Matemática - Vários |
Files in This Item:
File | Description | Size | Format | |
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Global convergence of general derivative-free trust-region algorithms.pdf | 240.23 kB | Adobe PDF | View/Open |
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