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