A filter-trust-region method for simple-bound constrained optimization
DOI10.1080/10556780701322970zbMATH Open1169.90458DBLPjournals/oms/SainvituT07OpenAlexW2159617405WikidataQ58185782 ScholiaQ58185782MaRDI QIDQ5437529FDOQ5437529
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
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numerical experimentsconvergence theorytrust-region algorithmsbound-constrained optimizationgradient-projection methodsfilter techniques
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
Cites Work
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- Newton's Method for Large Bound-Constrained Optimization Problems
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- CUTEr and SifDec
- Benchmarking optimization software with performance profiles.
- Trust Region Methods
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Nonlinear programming without a penalty function.
- Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- Box Constrained Quadratic Programming with Proportioning and Projections
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- On the global convergence of an SLP-filter algorithm that takes EQP steps
- A Globally Convergent Filter Method for Nonlinear Programming
- Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- A Filter-Trust-Region Method for Unconstrained Optimization
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
Uses Software
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