Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region

Abstract

In this paper, we present a class of trust region algorithms for minimization problems within convex feasible regions, in which the structure of the problem is explicitly used in the deenition of the trust region. This development is intended to reeect the possibility that some parts of the problem may be more accurately modelled than others, a common… (More)
DOI: 10.1137/S1052623492236481

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