Projets par an
Résumé
Conn, Gould, and Toint have proposed a class of trust region algorithms for minimizing nonlinear functions whose variables are subjected to simple bound constraints. In their convergence analysis, they show that if the strict complementarity condition holds, the considered algorithms reduce to an unconstrained calculation after finitely many iterations, allowing fast asymptotic rates of convergence. This paper analyses the behaviour of these iterative processes in the case where the strict complementarity condition is violated. It is proved that inexact Newton methods lead to superlinear or quadratic rates of convergence, even if the set of active bounds at the solution is not entirely detected. Practical criteria for stopping the inner iterations of the algorithms are deduced, ensuring these rates of convergence.
langue originale | Anglais |
---|---|
Pages (de - à) | 476-495 |
Nombre de pages | 20 |
journal | SIAM Journal on Numerical Analysis |
Volume | 28 |
Numéro de publication | 2 |
Etat de la publication | Publié - 1 avr. 1991 |
Empreinte digitale
Examiner les sujets de recherche de « Convergence of trust region algorithms for optimization with bounds when strict complementarity does not hold ». Ensemble, ils forment une empreinte digitale unique.-
ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
1/01/87 → …
Projet: Axe de recherche
-
LANCELOT: LANCELOT, un logiciel pour l'optimisation non linéaire de grande taille
TOINT, P., Sartenaer, A., Gould, N. I. M. & Conn, A.
1/09/87 → 1/09/00
Projet: Recherche
Thèses de l'étudiant
-
Trust-region methods and degenerate problems
Auteur: Lescrenier, M., 1989Superviseur: Toint, P. (Promoteur)
Student thesis: Doc types › Docteur en Sciences