CONVERGENCE PROPERTIES OF MINIMIZATION ALGORITHMS FOR CONVEX CONSTRAINTS USING A STRUCTURED TRUST REGION

In this paper, we present a class of trust region algorithms for minim ization problems within convex feasible regions in which the structure of the problem is explicitly used in the definition of the trust regi on. This development is intended to reflect the possibility that some parts of the problem may be more accurately modelled than others, a co mmon occurrence in large-scale nonlinear applications. After describin g the structured trust region mechanism, we prove global convergence f or all algorithms in our class.