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Showing 1 to 2 of 2 for “"trust region algorithm"”.
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On the Effect of Numerical Noise in Simulation-Based Optimization
… Convergence of gradient based optimization algorithms in the presence of numerical noise is not always assured. One way to improve optimization algorithm performance in the presence of numerical noise is to adjust the method of gradient computation. This study investigates the use of …
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Tracking on manifolds : quasi-Newton optimisation algorithms on manifolds
… Many traditional unconstrained optimisation algorithms such as the steepest descent algorithm, the Newton's method and the trust region algorithm have be extended to Riemannian manifolds or smooth manifolds. However, little work has been done in quasi-Newton algorithms on manifolds. In 1982, …