JSM 2003 Online Program

Abstract #300670

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page

Activity Number:	419
Type:	Contributed
Date/Time:	Wednesday, August 6, 2003 : 2:00 PM to 3:50 PM
Sponsor:	Section on Statistical Computing
Abstract - #300670
Title:	Trust Regions and Ridge Analysis
Author(s):	Michael W. Trosset*+
Companies:	College of William & Mary
Address:	Dept. of Mathematics, Williamsburg, VA, 23187-8795,
Keywords:	stochastic optimization ; response surface methodology ; quasi-Newton methods
Abstract:	Quasi-Newton methods for numerical optimization exploit quadratic Taylor polynomial models of the objective function. Trust regions are widely used to ensure the global convergence of these methods. Analogously, response surface methods for stochastic optimization exploit linear and quadratic regression models of the objective function. Ridge analysis is widely used to safeguard the optimization of the final quadratic model. I will describe an intimate connection between trust region methods and ridge analysis, then exploit this connection to propose a new, quasi-Newton approach to stochastic optimization.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program