TRUST-REGION-BASED METHODS FOR NONLINEAR PROGRAMMING: RECENT ADVANCES AND PERSPECTIVES

Autor(es)

Sandra A. Santos

• Tipo de documento: Artigo Científico
• Fonte: Pesquisa Operacional; v. 34, n. 3, p. 447-462, Dez. 2014.

Resumo

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)

• Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
• Beneficiário: José Alberto Cuminato
• Linha de fomento: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs