Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization

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Abstract

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.
Original languageEnglish
Pages (from-to)82-95
Number of pages14
JournalOptimization Methods and Software
Volume28
Issue number1
DOIs
Publication statusPublished - 1 Feb 2013

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