Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds

1988 ◽  
Vol 25 (2) ◽  
pp. 433-460 ◽  
Author(s):  
A. R. Conn ◽  
N. I. M. Gould ◽  
Ph. L. Toint
Keyword(s):  
Global Convergence ◽  
Trust Region ◽  
Trust Region Algorithms ◽  
Simple Bounds

Global convergence of trust-region algorithms for convex constrained minimization without derivatives

2013 ◽  
Vol 220 ◽  
pp. 324-330 ◽  
Author(s):  
P.D. Conejo ◽  
E.W. Karas ◽  
L.G. Pedroso ◽  
A.A. Ribeiro ◽  
M. Sachine
Keyword(s):  
Global Convergence ◽  
Trust Region ◽  
Constrained Minimization ◽  
Trust Region Algorithms

scholarly journals A New Class of Scaling Matrices for Scaled Trust Region Algorithms

2019 ◽  
Vol 3 (1) ◽  
pp. 1-8
Author(s):  
Aidin Ayanzadeh ◽  
Shokoufeh Yazdanian ◽  
Ehsan Shahamatnia
Keyword(s):  
Convex Combination ◽  
Trust Region ◽  
Test Problems ◽  
Affine Scaling ◽  
New Class ◽  
Trust Region Algorithms ◽  
Essential Properties ◽  
Simple Bounds ◽  
Scaling Matrix ◽  
The Individual

A new class of affine scaling matrices for the interior point Newton-type methods is considered to solve the nonlinear systems with simple bounds. We review the essential properties of a scaling matrix and consider several well-known scaling matrices proposed in the literature. We define a new scaling matrix that is the convex combination of these matrices. The proposed scaling matrix inherits those interesting properties of the individual matrices and satisfies all the desired requirements. The numerical experiments demonstrate the superiority of the new scaling matrix in solving several important test problems.

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