On the construction of quadratic models for derivative-free trust-region algorithms

We consider derivative-free trust-region algorithms based on sampling approaches for convex constrained problems and discuss two conditions on the quadratic models for ensuring their global convergence. The first condition requires the poisedness of the sample sets, as usual in this context, while t...

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Auteurs principaux: Adriano Verdério, ElizabethW. Karas, LucasG. Pedroso, Katya Scheinberg
Format: article
Langue:EN
Publié: Elsevier 2017
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Accès en ligne:https://doaj.org/article/cac5197b999a4be48e4bcfd4100b7410
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