Global convergence of general derivative-free trust-region algorithms to first and second order critical points

In this paper we prove global convergence for first and second-order stationarity points of a class of derivative-free trust-region methods for unconstrained optimization. These methods are based on the sequential minimization of linear or quadratic models built from evaluating the objective functio...

Full description

Bibliographic Details
Main Author: Conn, Andrew R. (author)
Other Authors: Scheinberg, Katya (author), Vicente, Luís Nunes (author)
Format: other
Language:eng
Published: 2006
Subjects:
Online Access:http://hdl.handle.net/10316/11325
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11325