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Type: Artigo de periódico
Title: Separable Cubic Modeling And A Trust-region Strategy For Unconstrained Minimization With Impact In Global Optimization
Author: Martinez J.M.
Raydan M.
Abstract: A separable cubic model, for smooth unconstrained minimization, is proposed and evaluated. The cubic model uses some novel secant-type choices for the parameters in the cubic terms. A suitable hard-case-free trust-region strategy that takes advantage of the separable cubic modeling is also presented. For the convergence analysis of our specialized trust region strategy we present as a general framework a model (Formula presented.)-order trust region algorithm with variable metric and we prove its convergence to (Formula presented.)-stationary points. Some preliminary numerical examples are also presented to illustrate the tendency of the specialized trust region algorithm, when combined with our cubic modeling, to escape from local minimizers.
Editor: Kluwer Academic Publishers
Rights: fechado
Identifier DOI: 10.1007/s10898-015-0278-3
Date Issue: 2015
Appears in Collections:Unicamp - Artigos e Outros Documentos

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