Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points.
Andrew R. ConnKatya ScheinbergLuís Nunes VicentePublished in: SIAM J. Optim. (2009)
Keyphrases
- global convergence
- unconstrained optimization
- trust region
- optimization methods
- global optimum
- convergence analysis
- convergence rate
- line search
- newton method
- optimization problems
- convergence speed
- metaheuristic
- constrained optimization
- nonlinear optimization
- objective function
- neural network
- least squares
- hessian matrix
- search space