| Texto completo | |
| Autor(es): |
Sandra A. Santos
[1]
Número total de Autores: 1
|
| Afiliação do(s) autor(es): | [1] University of Campinas. Department of Applied Mathematics - Brasil
Número total de Afiliações: 1
|
| Tipo de documento: | Artigo Científico |
| Fonte: | Pesquisa Operacional; v. 34, n. 3, p. 447-462, 2014-12-00. |
| 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: | Francisco Louzada Neto |
| Modalidade de apoio: | Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs |