We introduce a new method for solving an unconstrained optimization problem. The method is based on the solution of a variational inequality problem and may be considered a modified trust region algorithm. We prove the convergence of the method and present some numerical results.
A variational method for unconstrained optimization problems / Corradi, Gianfranco. - In: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS. - ISSN 0020-7160. - STAMPA. - 84:4(2007), pp. 491-503. [10.1080/00207160701223078]
A variational method for unconstrained optimization problems
CORRADI, Gianfranco
2007
Abstract
We introduce a new method for solving an unconstrained optimization problem. The method is based on the solution of a variational inequality problem and may be considered a modified trust region algorithm. We prove the convergence of the method and present some numerical results.File allegati a questo prodotto
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