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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Main Authors: | Adriano Verdério, ElizabethW. Karas, LucasG. Pedroso, Katya Scheinberg |
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Format: | article |
Language: | EN |
Published: |
Elsevier
2017
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Subjects: | |
Online Access: | https://doaj.org/article/cac5197b999a4be48e4bcfd4100b7410 |
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