Project Details
Description
Study of the convergence properties (both theoretical and numerical) of algorithms based on filters for the solution of nonlinear problems. This notion, introduced by Fletcher and Leyffer, frees the algorithm designer from the monotonicity constraints that are common in classical approaches. It also suggests practical new methods that appear to be very efficient for solving optimization problems as well as systems of algebraic equations.
| Status | Finished |
|---|---|
| Effective start/end date | 2/02/02 → 31/08/11 |
Keywords
- numerical experiment
- algorithm
- Optimization
- convergence
Fingerprint
Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
-
How much do approximate derivatives hurt filter methods?
Sainvitu, C. & Toint, P., 1 Jul 2009, In: RAIRO : Recherche opérationnelle. 43, 3, p. 309-329 21 p.Research output: Contribution to journal › Article › peer-review
File46 Downloads (Pure) -
A brief history of filter methods
Fletcher, R., Leyffer, S. & Toint, P., 2007, In: SIAG/ OPT Views-and-News. 18, 1, p. 2-12 11 p.Research output: Contribution to journal › Article › peer-review
-
A filter-trust-region method for simple-bound constrained optimization
Sainvitu, C. & Toint, P. L., 1 Oct 2007, In: Optimization Methods and Software. 22, 5, p. 835-848 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile114 Downloads (Pure)
Projects
- 1 Active
-
ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization
Sartenaer, A. (CoI) & Toint, P. (CoI)
1/01/87 → …
Project: Research Axis