A filter-trust-region method for simple-bound constrained optimization

DOI10.1080/10556780701322970MaRDI QIDQ5437529zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Caroline Sainvitu, Philippe L. Toint

Publication date 21 January 2008

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780701322970

zbMATH Keywords

numerical experimentsconvergence theorytrust-region algorithmsbound-constrained optimizationgradient-projection methodsfilter techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Cites work

• A Filter-Trust-Region Method for Unconstrained Optimization
• A Globally Convergent Filter Method for Nonlinear Programming
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• Benchmarking optimization software with performance profiles.
• Box Constrained Quadratic Programming with Proportioning and Projections
• CUTEr and SifDec
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Newton's Method for Large Bound-Constrained Optimization Problems
• Nonlinear programming without a penalty function.
• On the Global Convergence of a Filter--SQP Algorithm
• On the Solution of Large Quadratic Programming Problems with Bound Constraints
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• Trust Region Methods

Cited in

(8)

• A trust-region approach with novel filter adaptive radius for system of nonlinear equations
• A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization
• A dwindling filter line search method for unconstrained optimization
• A quasi-Newton trust region method based on the multidimensional filter and active set strategy
• Globally convergent DC trust-region methods
• Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems
• A projected gradient filter trust-region algorithm for bound constrained optimization
• A filter trust region method for solving semi-infinite programming problems

Describes a project that uses

Uses Software

• Filtrane
• TRON
• SIFDecode
• CUTEr

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