A filter-trust-region method for LC 1 unconstrained optimization and its global convergence

DOI10.1007/S10496-008-0055-YMaRDI QIDQ3538600zbMATH OpenOpenAlexFDO

Authors Zhenghao Yang, Chuangyin Dang, Wenyu Sun

Publication date 24 November 2008

Published in Analysis in Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10496-008-0055-y

zbMATH Keywords

filter methodglobal convergencenonsmooth optimizationtrust region algorithmunconstrained optimization

Mathematics Subject Classification ID

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

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Cites work

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• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
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Cited in

(8)

• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• A trust-region algorithm combining line search filter technique for nonlinear constrained optimization
• Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
• A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization
• How much do approximate derivatives hurt filter methods?
• An affine scaling interior trust-region algorithm combining backtracking line search with filter technique for nonlinear constrained optimization
• A dwindling filter line search method for unconstrained optimization
• Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization

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