Value functions and error bounds of trust region methods

Wenling Zhao; Changyu Wang

doi:10.1007/BF02832314

Value functions and error bounds of trust region methods

Wenling Zhao^*, Changyu Wang

^*Corresponding author for this work

Research output: Contribution to journal › Journal Article › peer-review

Abstract

This paper studies some properties of the value functions and gives some sufficient and necessary conditions about the presented global error and local error. And it leads to one kind of relationship between iterative points and optimal solution or K-T point.

Original language	English
Pages (from-to)	245-259
Number of pages	15
Journal	Journal of Applied Mathematics and Computing
Volume	24
Issue number	1-2
DOIs	https://doi.org/10.1007/BF02832314
State	Published - 05 2007
Externally published	Yes

Keywords

Convergence
Error bound
Trust region method
Value function

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10.1007/BF02832314

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title = "Value functions and error bounds of trust region methods",

abstract = "This paper studies some properties of the value functions and gives some sufficient and necessary conditions about the presented global error and local error. And it leads to one kind of relationship between iterative points and optimal solution or K-T point.",

keywords = "Convergence, Error bound, Trust region method, Value function",

author = "Wenling Zhao and Changyu Wang",

year = "2007",

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doi = "10.1007/BF02832314",

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KW - Convergence

KW - Error bound

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KW - Value function

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Value functions and error bounds of trust region methods

Abstract

Keywords

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