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Résumé
Convergence properties of trust-region methods for unconstrained nonconvex optimization is considered in the case where information on the objective function's local curvature is incomplete, in the sense that it may be restricted to a fixed set of test directions and may not be available at every iteration. It is shown that convergence to local weak minimizers can still be obtained under some additional but algorithmically realistic conditions. These theoretical results are then applied to recursive multigrid trust-region methods, which suggests a new class of algorithms with guaranteed second-order convergence properties.
langue originale | Anglais |
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Pages (de - à) | 676-692 |
Nombre de pages | 17 |
journal | Journal of Computational Mathematics |
Volume | 24 |
Numéro de publication | 6 |
Etat de la publication | Publié - 1 nov. 2006 |
Empreinte digitale
Examiner les sujets de recherche de « Second-order convergence properties of trust-region methods using incomplete curvature information, with an application to multigrid optimization ». Ensemble, ils forment une empreinte digitale unique.-
ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
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Projet: Axe de recherche
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Optimisation multi-échelle non-linéaire
Sartenaer, A., TOINT, P., Malmedy, V., Tomanos, D. & Weber Mendonca, M.
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Projet: Recherche