Back to Search
Start Over
A filter-trust-region method for simple-bound constrained optimization.
- Source :
- Optimization Methods & Software; Oct2007, Vol. 22 Issue 5, p835-848, 14p, 1 Chart, 3 Graphs
- Publication Year :
- 2007
-
Abstract
- In this paper we propose a filter-trust-region algorithm for solving nonlinear optimization problems with simple bounds. It extends the technique of Gould et al. [Gould, N.I.M. Sainvitu, C. and Toint, Ph.L., 2005, A filter-trust-region method for unconstrained optimization. SIAM Journal on Optimization, 16(2), 341-357.] designed for unconstrained optimization problems. The two main ingredients of the method are a filter-trust-region algorithm and a gradient-projection method. The algorithm is shown to be globally convergent to at least one first-order critical point. Numerical experiments on a large set of problems are also reported. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 22
- Issue :
- 5
- Database :
- Complementary Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 26288064
- Full Text :
- https://doi.org/10.1080/10556780701322970