Abstract | ||
---|---|---|
A new filter-trust-region algorithm for solving unconstrained nonlinear optimization problems is introduced. Based on the filter technique introduced by Fletcher and Leyffer, it extends an existing technique of Gould, Leyffer, and Toint [SIAM J. Optim., 15 (2004), pp. 17--38] for nonlinear equations and nonlinear least-squares to the fully general unconstrained optimization problem. The new algorithm is shown to be globally convergent to at least one second-order critical point, and numerical experiments indicate that it is very competitive with more classical trust-region algorithms. |
Year | DOI | Venue |
---|---|---|
2005 | 10.1137/040603851 | SIAM Journal on Optimization |
Keywords | Field | DocType |
general unconstrained optimization problem,siam j. optim,unconstrained optimization,existing technique,nonlinear equation,unconstrained nonlinear optimization problem,nonlinear least-squares,filter-trust-region method,new algorithm,filter technique,new filter-trust-region algorithm,classical trust-region algorithm,convergence theory | Trust region,Mathematical optimization,Nonlinear system,Quadratic unconstrained binary optimization,Nonlinear programming,Critical point (thermodynamics),Symbolic convergence theory,Optimization problem,Mathematics | Journal |
Volume | Issue | ISSN |
16 | 2 | 1052-6234 |
Citations | PageRank | References |
40 | 2.17 | 6 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Nicholas I. M. Gould | 1 | 1445 | 123.86 |
Caroline Sainvitu | 2 | 42 | 2.88 |
Philippe L. Toint | 3 | 1397 | 127.90 |