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Structural conditions on trust-region radius updates. Part I: first-order convergence and complexity

Rieussec, Jérémy et al.
arXiv (All) · Papers
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90c30numerical-analysisoptimization-and-control
Trust-region methods differ chiefly in how they update the radius, and each rule has traditionally been analysed on its own terms. We show that three structural conditions on the radius sequence suffice: a lower bound relative to the gradient norm, a contraction on unsuccessful iterations, and a con
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