Trust-Region Methods

Conn, Andrew R.

Trust-Region Methods - SIAM, 2000 - 959 páginas

1.Introduction. 2.Basic concepts. 3.Basic analysis optimality conditions. 4.Basic alinear algebra. 5.Krylov subspace methods. 6.Trust-region methods for unconstrained optimization. 7.The Trus-region subproblem. 8.Further convergence theory issues. 9.Conditional models. 10.Algorithmic extensions. 11.Nosmooth problems. 12.Projection methods for constrained optimization with convex constraints. 13.Barrier methods for inequality constraints. 14.Penaly-functions methods. 15.Sequential quadratic programming methods. 16.Nonlinear equations and nonlinear fitting. 17.Practicalities.

fcnm1616

519.3I/C76