How much do approximate derivatives hurt filter methods?
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Publication:3398592
DOI10.1051/ro/2009016zbMath1175.65074OpenAlexW2142887070MaRDI QIDQ3398592
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
unconstrained optimizationnumerical resultsapproximate derivativestrust-region algorithmsfilter techniques
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)
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Cites Work
- Sensitivity of trust-region algorithms to their parameters
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- Recent progress in unconstrained nonlinear optimization without derivatives
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