How much do approximate derivatives hurt filter methods?

DOI10.1051/RO/2009016zbMATH Open1175.65074OpenAlexW2142887070MaRDI QIDQ3398592FDOQ3398592

Authors: Caroline Sainvitu 

Publication date: 29 September 2009

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/105437

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zbMATH Keywords

numerical resultsunconstrained optimizationapproximate derivativestrust-region algorithmsfilter techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Cites Work

• Recent progress in unconstrained nonlinear optimization without derivatives
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• CUTEr and SifDec
• Solving the Trust-Region Subproblem using the Lanczos Method
• A Limited Memory Algorithm for Bound Constrained Optimization
• Benchmarking optimization software with performance profiles.
• On the limited memory BFGS method for large scale optimization
• Trust Region Methods
• Nonlinear programming without a penalty function.
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Matrix conditioning and nonlinear optimization
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A Filter-Trust-Region Method for Unconstrained Optimization
• Sensitivity of trust-region algorithms to their parameters

Cited In (1)

• Rapidly convergent Steffensen-based methods for unconstrained optimization

Uses Software

• GALAHAD
• L-BFGS
• CUTEr
• DFO
• LBFGS-B
• Filtrane
• HSL-VF05

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