Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming

Nick Gould; Philippe Toint

Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter

Abstract

A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point

Original language	English
Title of host publication	Multiscale Optimization and Applications
Editors	P Pardalos, W Hager
Place of Publication	Dordrecht
Publisher	Kluwer
Pages	129-154
Number of pages	26
Publication status	Published - 2005

ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization
Sartenaer, A. & TOINT, P.
1/01/87 → …
Project: Research Axis

Cite this

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title = "Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming",

abstract = "A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point",

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AU - Toint, Philippe

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AB - A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point

M3 - Chapter

SP - 129

EP - 154

BT - Multiscale Optimization and Applications

A2 - Pardalos, P

A2 - Hager, W

PB - Kluwer

CY - Dordrecht

ER -

Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming

Abstract

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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

Cite this