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MPC
2015
Springer

On fast trust region methods for quadratic models with linear constraints

4 years 10 months ago
On fast trust region methods for quadratic models with linear constraints
: Quadratic models Qk(x), x ∈ Rn , of the objective function F(x), x∈Rn , are used by many successful iterative algorithms for minimization, where k is the iteration number. Given the vector of variables xk ∈ Rn , a new vector xk+1 may be calculated that satisfies Qk(xk+1) < Qk(xk), in the hope that it provides the reduction F(xk+1) < F(xk). Trust region methods include a bound of the form xk+1 −xk ≤ ∆k. Also we allow general linear constraints on the
M. J. D. Powell
Added 15 Apr 2016
Updated 15 Apr 2016
Type Journal
Year 2015
Where MPC
Authors M. J. D. Powell
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