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...

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Detalhes bibliográficos
Autor principal: Conn, Andrew R. (author)
Outros Autores: Scheinberg, Katya (author), Vicente, Luís Nunes (author)
Formato: other
Idioma:eng
Publicado em: 2006
Assuntos:
Texto completo:http://hdl.handle.net/10316/11325
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11325