| Full text | |
| Author(s): |
Sandra A. Santos
[1]
Total Authors: 1
|
| Affiliation: | [1] University of Campinas. Department of Applied Mathematics - Brasil
Total Affiliations: 1
|
| Document type: | Journal article |
| Source: | Pesquisa Operacional; v. 34, n. 3, p. 447-462, 2014-12-00. |
| Abstract | |
The aim of this text is to highlight recent advances of trust-region-based methods for nonlinear programming and to put them into perspective. An algorithmic framework provides a ground with the main ideas of these methods and the related notation. Specific approaches concerned with handling the trust-region subproblem are recalled, particularly for the large scale setting. Recent contributions encompassing the trust-region globalization technique for nonlinear programming are reviewed, including nonmonotone acceptance criteria for unconstrained minimization; the adaptive adjustment of the trust-region radius; the merging of the trust-region step into a line search scheme, and the usage of the trust-region elements within derivative-free optimization algorithms. (AU) | |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |