Trust Region Methods

作者：Andrew R. Conn, Nicholas I. M. Gould, Philippe L. Toint · 发表于：Society for Industrial and Applied Mathematics eBooks · 年份：2000 · DOI：10.1137/1.9780898719857 · 被引用次数：3004 · 研究领域：Advanced Optimization Algorithms Research

This is the first comprehensive reference on trust-region methods, a class of algorithms for the solution of nonlinear nonconvex optimization problems. It is a unified treatment that covers both unconstrained and constrained problems, including many specialised topics and reviews of the literature not easily obtained elsewhere. Written primarily for post-graduates and researchers, the book features an extensive commented bibliography, which contains 972 references by 745 authors. The book also contains several practical comments and an entire chapter devoted to software and implementation issues. Its many illustrations, including nearly 100 figures, helps to make the formal and in-depth treatment of the presented topics more accessible.