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Full Record Details
Persistent URL
http://purl.org/net/epubs/work/40545
Record Status
Checked
Record Id
40545
Title
A filter-trust-region method for unconstrained optimization
Contributors
N I M Gould
,
C Sainvitu
,
PL Toint
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., to appear, 2004) for non-linear equations and non-linear least-squares to the fully general unconstrained optimization problem. The new algorithm is shown to be globally convergent to at least one second-order critcal point, and numerical experiments indicate that it is very competitive with more classical trust-region algorithms.
Organisation
CCLRC
,
CSE
,
CSE-NAG
Keywords
Funding Information
Related Research Object(s):
29804
Licence Information:
Language
English (EN)
Type
Details
URI(s)
Local file(s)
Year
Journal Article
SIAM J Optimiz
16, no. 2 (2006): 341-357.
doi:10.1137/040603851
2006
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