Mathematical Programming

, Volume 64, Issue 1–3, pp 249–276 | Cite as

On the solution of a two ball trust region subproblem

Article

Abstract

In this paper we investigate the structure of a two ball trust region subproblem arising frequently in nonlinear parameter identification problems and propose a method for its solution. The method decomposes the subproblem and allows the application of efficient, well studied methods for the solution of trust region subproblems arising in unconstrained optimization. In the discussion of the structure we focus on the case where both constraints are active and on the treatment of the unconstrained problem.

AMS Subject Classifications

90C20 

Keywords

Trust region methods Quadratic programming Gauss—Newton method Nonlinear least squares 

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Copyright information

© The Mathematical Programming Society, Inc 1994

Authors and Affiliations

  1. 1.FB IV-MathematikUniversität TrierTrierGermany
  2. 2.Department of MathematicsVirginia Polytechnic Institute and State UniversityBlacksburgUSA

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