On the construction of quadratic models for derivative-free trust-region algorithms
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DOI: 10.1007/s13675-017-0081-7
Abstract: 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… read more here.
Keywords: derivative free; trust; free trust; trust region ... See more keywords