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A model-trust region algorithm utilizing a quadratic interpolant. (English) Zbl 0931.65060
This paper deals with a new procedure for solving unconstrained optimization problems arising for instance through minimization of the norm of the residual of a system of nonlinear equations. The author presents an improvement to the standard “double dogleg” version of this algorithm via replacement of its piecewise-linear approximant by a quadratic interpolant. This method is compared to the “double dogleg” strategy on a suite of standard test problems. These techniques are included in model-trust region algorithms.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type
Software:
minpack
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References:
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