Questions tagged [trust-regions]
The trust-regions tag has no usage guidance.
6
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Deriving the Cauchy point of the horizontal subproblem for large-scale trust-region SQP
I am having difficulty deriving the Cauchy point of the horizontal subproblem
$$
\overline{g}_k^T Z_k u + \frac{1}{2} u^T Z_k^T W_k Z_k u \;\;\;\;\mbox{subject to}\;\; \mid \mid Z_k u \mid\mid_2
$$
...
- 255
3
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1
answer
459
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Good languages/packages for interior point optimization with non-linear constraints?
I'm currently using Python's scipy.optimize package to perform parameter estimation for a system of 10 ODEs. I have some observed data, and I'm trying to find the set of parameters which makes the ODE ...
- 153
1
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Solve scalar quadratic equation
I am implementing a Trust-Region method using Dogleg for the search direction defined as $\tau p^U$ for $0 \leq \tau \leq 1$ and $p^U + (\tau -1)(p^B-p^U)$ if $1 \leq \tau \leq 2$. To compute $\tau$ ...
- 404
6
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1
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659
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Global convergence in trust region algorithm
I was reading about TR methods and there are some terms, which are confusing for me.
It says, method is globaly convergent. What does it really mean? Converges to global minima, or converges for ...
- 109
5
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1
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scaling and preconditioning for trust region Newton methods
Geometrically, scaling and preconditioning seem to address similar challenges in optimization. However, these two concepts are implemented very differently. Take trust region Newton method, as an ...
- 666
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1
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856
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Python trust region optimization code that allows ellipsoid-shaped trust regions
Are there any high quality trust region optimization implementations that
allow nonspherical ellipsoid trust regions, and
are written in Python, or are easy to call from python?
By nonspherical ...
- 3,063