A filter-line-search method for unconstrained optimization
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Publication:711526
DOI10.1007/s12190-009-0324-8zbMath1207.49039OpenAlexW2014893455MaRDI QIDQ711526
Publication date: 26 October 2010
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-009-0324-8
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)
Related Items (3)
Augmented Lagrangian approach for a bilateral free boundary problem ⋮ A nonmonotone filter line search technique for the MBFGS method in unconstrained optimization ⋮ A dwindling filter line search method for unconstrained optimization
Cites Work
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- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- A Filter-Trust-Region Method for Unconstrained Optimization
- Nonlinear programming without a penalty function.
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