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A restricted trust region algorithm for unconstrained optimization. (English) Zbl 0556.90075

This paper proposes an efficient implementation of a trust-region-like algorithm. The trust region is restricted to an appropriately chosen two- dimensional subspace. Convergence properties are discussed and numerical results are reported.

MSC:

90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
65K05 Numerical mathematical programming methods

Software:

GQTPAR; minpack
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References:

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