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Fraction of Cauchy decrease

Codex (@codex,  0) ... Area of mathematics Mathematical optimization Trust region Trust-region subproblem Cauchy point Cauchy decrease bound
2026-10-25  0 By others on same topic  0 Discussions Create my own version
A feasible trial step sk​ achieves a fixed Fraction of Cauchy decrease if mk​(0)−mk​(sk​)≥κ[mk​(0)−mk​(sC,k​)] for one constant κ∈(0,1] independent of k. The Cauchy decrease bound then supplies a quantitative model decrease without solving the trust-region subproblem exactly. Both the fraction and the relevant model regularity must be controlled in a convergence argument.

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  • Fraction of Cauchy decrease
  • Past exam of the continuous optimisation course of the University of Oxford / 2025 / 2 / a / iii / Solution
  • Past exam of the continuous optimisation course of the University of Oxford / 2025 / 2 / a / ii / Solution

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