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On Solving Trust-Region Subproblems
Student-Run Optimization and Variational Analysis| Speaker: | Johannes Brust, UC Merced |
| Location: | 2240 MSB |
| Start time: | Wed, Mar 9 2016, 4:10PM |
The problem of minimizing a vector valued scalar objective function can be approached with a Trust-Region algorithm.
This method is based on minimizing Taylor approximations of the objective function subject to a constraint. These constrained problems are the so called Trust-Region subproblems. Our focus is on solving the subproblem when the number of unknowns is large, and the 2nd derivative matrix of the objective function is difficult to compute.