Trust Region Methods

Preface 1. Introduction Part I. Preliminaries: 2. Basic Concepts 3. Basic Analysis and Optimality Conditions 4. Basic Linear Algebra 5. Krylov Subspace Methods Part II. Trust-Region Methods for Unconstrained Optimization: 6. Global Convergence of the Basic Algorithm 7.The Trust-Region Subproblem 8. Further Convergence Theory Issues 9. Conditional Models 10. Algorithmic Extensions 11. Nonsmooth Problems Part III. Trust-Region Methods for Constrained Optimization with Convex Constraints: 12. Projection Methods for Convex Constraints 13. Barrier Methods for Inequality Constraints Part IV. Trust-Region Mewthods for General Constained Optimization and Systems of Nonlinear Equations: 14. Penalty-Function Methods 15. Sequential Quadratic Programming Methods 16. Nonlinear Equations and Nonlinear Fitting Part V. Final Considerations: Practicalities Afterword Appendix: A Summary of Assumptions Annotated Bibliography Subject and Notation Index Author Index.