Abstract

In order to assure global convergence while keeping the originally possessed local superlinear rate, the two-sided projected quasi-Newton method discussed in [6] is considerably revised by employing a trust region strategy, introducing a nondifferentiable merit function and adopting a dogleg typed movement. An easy to be implemented algorithm is presented in the paper, followed by a strict theoretical analysis on both global and local properties of the algorithm.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.