A filter-line-search method for unconstrained optimization

DOI10.1007/S12190-009-0324-8MaRDI QIDQ711526zbMATH OpenOpenAlexFDO

Authors Zhujun Wang, Detong Zhu

Publication date 26 October 2010

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12190-009-0324-8

zbMATH Keywords

convergenceunconstrained optimizationfilter methodline search method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37)

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Cites work

• scientific article; zbMATH DE number 2068037 (Why is no real title available?)
• 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 Pattern Search Filter Method for Nonlinear Programming without Derivatives
• A filter trust-region method for unconstrained optimization
• An unconstrained optimization test functions collection
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• Numerical Optimization
• On filter-successive linearization methods for nonlinear semidefinite programming
• On the Global Convergence of a Filter--SQP Algorithm
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Optimization theory and methods. Nonlinear programming

Cited in

(18)

• Efficent line search algorithm for unconstrained optimization
• scientific article; zbMATH DE number 653035 (Why is no real title available?)
• A dwindling filter line search method for unconstrained optimization
• A reduced Hessian algorithm with line search filter method for nonlinear programming
• A integral filter algorithm for unconstrained global optimization
• A multi-layer line search method to improve the initialization of optimization algorithms
• A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions
• A pattern search filter method for linearly equality constrained optimization problems
• Frame-based ray search algorithms in unconstrained optimization
• A MBFGS filter algorithm for unconstrained optimization
• scientific article; zbMATH DE number 5232217 (Why is no real title available?)
• A nonmonotone filter line search technique for the MBFGS method in unconstrained optimization
• A filter method with unified step computation for nonlinear optimization
• A multidimensional line search filter trust region method for unconstrained optimization
• A new integral filter algorithm for unconstrained global optimization
• How much do approximate derivatives hurt filter methods?
• A Filter-Trust-Region Method for Unconstrained Optimization
• Augmented Lagrangian approach for a bilateral free boundary problem

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