An ODE-Based Trust Region Filter Algorithm for Unconstrained Optimization

DOI10.1080/01630563.2011.563157zbMath1222.49048MaRDI QIDQ3016309

Yi-gui Ou

Publication date: 15 July 2011

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2011.563157

zbMATH Keywords

unconstrained optimization; filter technique; trust region methods; ODE methods

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

93A15: Large-scale systems

Related Items

Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization, An ODE-based nonmonotone method for unconstrained optimization problems, A nonmonotone ODE-based method for unconstrained optimization

Uses Software

• ipfilter

Cites Work

• A derivative-free filter algorithm for nonlinear complementarity problem
• A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations
• Sequential penalty quadratic programming filter methods for nonlinear programming
• A filter trust region method for solving semi-infinite programming problems
• On filter-successive linearization methods for nonlinear semidefinite programming
• Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• A new trust region filter algorithm
• The convergence of subspace trust region methods
• A NONMONOTONE FILTER BARZILAI-BORWEIN METHOD FOR OPTIMIZATION
• Testing Unconstrained Optimization Software
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A Filter-Trust-Region Method for Unconstrained Optimization
• Nonlinear programming without a penalty function.