Toint, Philippe

A class of algorithms for unconstrained optimization is introduced, which subsumes the classical trust-region algorithm and two of its newer variants, as well as the cubic and quadratic regularization methods. A unified theory of global convergence to first-order critical points is then described for this class. © 2013 Copyright Taylor and Francis Group, LLC

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Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization

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https://pure.unamur.be/ws/files/10881651/t2RR.pdf

Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization

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Repository of the University of Namur

Repository of the University of Namur