A filter trust-region algorithm for unconstrained optimization with strong global convergence properties

DOI10.1007/s10589-011-9411-5zbMath1259.90131OpenAlexW1993136128MaRDI QIDQ694595

Nezam Mahdavi-Amiri, Masoud Fatemi

Publication date: 13 December 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-011-9411-5

zbMATH Keywords

unconstrained optimizationfilter methodstrust-region algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (5)

A new restarting adaptive trust-region method for unconstrained optimization ⋮ A trust-region approach with novel filter adaptive radius for system of nonlinear equations ⋮ An inexact and nonmonotone proximal method for smooth unconstrained minimization ⋮ An approach based on dwindling filter method for positive definite generalized eigenvalue problem ⋮ A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems

Uses Software

• L-BFGS
• CUTEr
• SifDec
• ipfilter
• HSL-VF05

Cites Work

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