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Abstract
This paper presents two new trust-region methods for
solving nonlinear optimization problems over convex
feasible domains. These methods are distinguished by the
fact that they do not enforce strict monotonicity of the
objective function values at successive iterates. The
algorithms are proved to be convergent to critical points
of the problem from any starting point. Extensive numerical
experiments show that this approach is competitive with the
LANCELOT package.
Original language | English |
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Pages (from-to) | 69-94 |
Number of pages | 26 |
Journal | Mathematical Programming |
Volume | 77 |
Issue number | 1 |
Publication status | Published - 1998 |
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LANCELOT: LANCELOT, a package for the solution of large-scale nonlinear optimization problems
TOINT, P., Sartenaer, A., Gould, N. I. M. & Conn, A.
1/09/87 → 1/09/00
Project: Research