A filter trust-region algorithm for unconstrained optimization with strong global convergence properties
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Publication:694595
DOI10.1007/S10589-011-9411-5zbMATH Open1259.90131OpenAlexW1993136128MaRDI QIDQ694595FDOQ694595
Masoud Fatemi, Nezam Mahdavi-Amiri
Publication date: 13 December 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-011-9411-5
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Cites Work
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- Benchmarking optimization software with performance profiles.
- Trust Region Methods
- A Nonmonotone Line Search Technique for Newton’s Method
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- Nonlinear programming without a penalty function.
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- Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
- A truncated Newton method with non-monotone line search for unconstrained optimization
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- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- On the global convergence of an SLP-filter algorithm that takes EQP steps
- On the nonmonotone line search
- Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
- A Filter-Trust-Region Method for Unconstrained Optimization
- Avoiding the Maratos Effect by Means of a Nonmonotone Line Search. II. Inequality Constrained Problems—Feasible Iterates
Cited In (12)
- A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
- A new restarting adaptive trust-region method for unconstrained optimization
- A trust-region approach with novel filter adaptive radius for system of nonlinear equations
- An approach based on dwindling filter method for positive definite generalized eigenvalue problem
- A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems
- Title not available (Why is that?)
- A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
- An ODE-Based Trust Region Filter Algorithm for Unconstrained Optimization
- A filter trust-region method for unconstrained optimization
- A filter-trust-region method for simple-bound constrained optimization
- A Filter-Trust-Region Method for Unconstrained Optimization
- An inexact and nonmonotone proximal method for smooth unconstrained minimization
Uses Software
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