How much do approximate derivatives hurt filter methods?
نویسنده
چکیده
In this paper, we examine the influence of approximate first and/or second derivatives on the filter-trust-region algorithm designed for solving unconstrained nonlinear optimization problems and proposed by Gould, Sainvitu and Toint in [12]. Numerical experiments carried out on small-scaled unconstrained problems from the CUTEr collection describe the effect of the use of approximate derivatives on the robustness and the efficiency of the filter-trust-region method.
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عنوان ژورنال:
- RAIRO - Operations Research
دوره 43 شماره
صفحات -
تاریخ انتشار 2009