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.
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The research of this author was partially supported bygottlieb-daimler andkarl-benz-stiftung, Ladenburg and NSF, Cooperate of Agreement No. CCR-8809615.
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Heinkenschloss, M. On the solution of a two ball trust region subproblem. Mathematical Programming 64, 249–276 (1994). https://doi.org/10.1007/BF01582576
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DOI: https://doi.org/10.1007/BF01582576