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Computation of a trust region step

Computation of a trust region step The most time consuming work of the trust region method for unconstrained minimization is to compute a trust region step. This note tries to generalize the way of selecting a trust region and then to discuss how to compute a trust region step quickly. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Computation of a trust region step

Acta Mathematicae Applicatae Sinica , Volume 7 (4) – Jul 14, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1991 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02009686
Publisher site
See Article on Publisher Site

Abstract

The most time consuming work of the trust region method for unconstrained minimization is to compute a trust region step. This note tries to generalize the way of selecting a trust region and then to discuss how to compute a trust region step quickly.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 14, 2005

References