A filter-trust-region method for simple-bound constrained optimization

DOI10.1080/10556780701322970zbMath1169.90458DBLPjournals/oms/SainvituT07OpenAlexW2159617405WikidataQ58185782 ScholiaQ58185782MaRDI QIDQ5437529

Caroline Sainvitu, Phillipe L. Toint

Publication date: 21 January 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701322970

zbMATH Keywords

numerical experimentsconvergence theorytrust-region algorithmsbound-constrained optimizationgradient-projection methodsfilter techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Related Items (6)

A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization ⋮ A trust-region approach with novel filter adaptive radius for system of nonlinear equations ⋮ Globally convergent DC trust-region methods ⋮ A filter trust region method for solving semi-infinite programming problems ⋮ A dwindling filter line search method for unconstrained optimization ⋮ Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems

Uses Software

• CUTEr
• SifDec
• TRON
• Filtrane

Cites Work

• On the global convergence of an SLP-filter algorithm that takes EQP steps
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• On the Solution of Large Quadratic Programming Problems with Bound Constraints
• Box Constrained Quadratic Programming with Proportioning and Projections
• Trust Region Methods
• A Globally Convergent Filter Method for Nonlinear Programming
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• Newton's Method for Large Bound-Constrained Optimization Problems
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• CUTEr and SifDec
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• A Filter-Trust-Region Method for Unconstrained Optimization
• Benchmarking optimization software with performance profiles.
• Nonlinear programming without a penalty function.

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