A variational method for unconstrained optimization problems

Authors:
Gianfranco Corradi
Affiliations:
University of Rome 'La Sapienza', Faculty of Economics, Rome, Italy
Venue:
International Journal of Computer Mathematics
Year:
2007

Citing 2
Cited 0

Optimization: algorithms and consistent approximations

Optimization: algorithms and consistent approximations
Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)

Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)

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Abstract

We introduce a new method for solving an unconstrained optimization problem. The method is based on the solution of a variational inequality problem and may be considered a modified trust region algorithm. We prove the convergence of the method and present some numerical results.