Global convergence of a general filter algorithm based on an efficiency condition of the step
DOI10.1016/J.AMC.2013.03.012zbMATH Open1291.90246OpenAlexW2158896866MaRDI QIDQ2453360FDOQ2453360
Authors: Elizabeth W. Karas, Gislaine A. Periçaro, Ademir Alves Ribeiro
Publication date: 6 June 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.012
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Numerical mathematical programming methods (65K05) Filtering in stochastic control theory (93E11) Nonlinear programming (90C30)
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Cited In (9)
- Title not available (Why is that?)
- Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
- Global Convergence of Filter Methods for Nonlinear Programming
- Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems
- Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling
- Filter-based stochastic algorithm for global optimization
- Dynamic filters and randomized drivers for the multi-start global optimization algorithm MSNLP
- An SQP-filter algorithm based on step length
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
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