A trust region filter method for general non-linear programming (Q2489398): Difference between revisions
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Revision as of 00:01, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trust region filter method for general non-linear programming |
scientific article |
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A trust region filter method for general non-linear programming (English)
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28 April 2006
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The authors propose two trust region filter algorithms for solving a general nonlinear programming minimization problem, that under certain conditions produces Kuhn-Tucker points. The basic idea for the algorithms is that in every step the trust region approach produces a new iteration point and some filtered rules are employed to determine whether this point is accepted by the filter set or not, the filter set being a set of points such that no point dominates any other in the sense of multi-objective terminology. These algorithms can avoid the Maratos effect.
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nonlinear programming
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constrained optimization
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two trust region filter algorithms
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multi-objective
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Maratos effect
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