A filter-trust-region method for simple-bound constrained optimization
نویسندگان
چکیده
In this paper we propose a filter-trust-region algorithm for solving nonlinear optimization problems with simple bounds. It extends the technique of Gould, Sainvitu and Toint [15] designed for unconstrained optimization. The two main ingredients of the method are a filter-trust-region algorithm and the use of a gradient-projection method. The algorithm is shown to be globally convergent to at least one first-order critical point. Numerical experiments on a large set of problems are also reported.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 22 شماره
صفحات -
تاریخ انتشار 2007