Local Stability and Local Convergence of the Basic Trust-Region Method

Bui Ngoc Muoi () and Nguyen Dong Yen ()
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Bui Ngoc Muoi: Hanoi Pedagogical University No. 2
Nguyen Dong Yen: Vietnam Academy of Science and Technology

Journal of Optimization Theory and Applications, 2017, vol. 172, issue 2, No 12, 578-593

Abstract: Abstract It is proved that the iterative sequence constructed by the Basic Trust-Region Algorithm (see Conn et al. in Trust-region methods, MPS-SIAM series on optimization, Philadelphia, 2000), which uses the Cauchy point method, is locally stable and linearly convergent in a neighborhood of a nonsingular local minimizer.

Keywords: Unconstrained smooth optimization problem; Basic trust-region method; Iterative sequence; Stability; Linear convergence; 90C30; 90C26; 49M37 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10957-016-1038-3

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