trust-region methods

GPTKB entity

Statements (31)
Predicate Object
gptkbp:instanceOf mathematical optimization
gptkbp:advantage global convergence properties
higher computational cost per iteration
robustness to poor model accuracy
gptkbp:alternativeTo line search methods
gptkbp:application gptkb:machine_learning
parameter estimation
data fitting
engineering design
nonlinear least squares
gptkbp:component acceptance criterion
model function
trust region radius
update rule for trust region
gptkbp:form minimize model function within trust region
gptkbp:hasConcept trust region
https://www.w3.org/2000/01/rdf-schema#label trust-region methods
gptkbp:notableFor gptkb:Levenberg-Marquardt_algorithm
gptkb:Dogleg_method
gptkb:Powell's_dogleg_method
gptkb:Steihaug-Toint_method
gptkbp:originatedIn 1970s
gptkbp:relatedTo gptkb:Newton's_method
gptkb:quasi-Newton_methods
conjugate gradient method
gptkbp:step model function minimization
subproblem solution
gptkbp:usedFor nonlinear optimization
gptkbp:usedIn numerical optimization
gptkbp:bfsParent gptkb:scipy.optimize
gptkbp:bfsLayer 7